bvhar
Bayesian Vector Heterogeneous Autoregressive Modeling
Tools to model and forecast multivariate time series including Bayesian Vector heterogeneous autoregressive (VHAR) model by Kim & Baek (2023) (doi:10.1080/00949655.2023.2281644). 'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.
- Version2.3.0
- R versionR (≥ 4.2.0)
- LicenseGPL (≥ 3)
- Needs compilation?Yes
- bvhar citation info
- Last release06/25/2025
Documentation
Team
Young Geun Kim
MaintainerShow author detailsChangryong Baek
Show author detailsRolesContributor
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Dependencies
- Imports11 packages
- Suggests4 packages
- Linking To5 packages