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.
- Version2.1.2
- R versionunknown
- LicenseGPL (≥ 3)
- Needs compilation?Yes
- bvhar citation info
- Last release10/11/2024
Documentation
Team
Young Geun Kim
Changryong Baek
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- Imports12 packages
- Suggests5 packages
- Linking To3 packages