Package: SteadyStateBVAR 0.2.0.9000

SteadyStateBVAR: Bayesian Vector Autoregressions with Steady-State Priors

Provides estimation of Bayesian vector autoregression (BVAR) models with steady-state priors via 'Stan', along with functions for unconditional and conditional forecasting, as well as impulse response analysis. For details on the steady-state BVAR model see Villani (2009) <doi:10.1002/jae.1065>.

Authors:Mark Becker [aut, cre, cph]

SteadyStateBVAR_0.2.0.9000.tar.gz
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SteadyStateBVAR_0.2.0.9000.tar.gz(r-4.7-arm64)SteadyStateBVAR_0.2.0.9000.tar.gz(r-4.7-x86_64)SteadyStateBVAR_0.2.0.9000.tar.gz(r-4.6-arm64)SteadyStateBVAR_0.2.0.9000.tar.gz(r-4.6-x86_64)
SteadyStateBVAR_0.2.0.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
SteadyStateBVAR/json (API)

# Install 'SteadyStateBVAR' in R:
install.packages('SteadyStateBVAR', repos = c('https://markjwbecker.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/markjwbecker/steadystatebvar/issues

Pkgdown/docs site:https://markjwbecker.github.io

Uses libs:
  • onetbb– Parallelism library for C++
  • c++– GNU Standard C++ Library v3
Datasets:

On CRAN:

Conda:

bvarstanonetbbcpp

5.91 score 1 stars 11 scripts 442 downloads 11 exports 65 dependencies

Last updated from:ad4a0eef29. Checks:15 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK459
linux-devel-x86_64OK480
source / vignettesOK908
linux-release-arm64OK426
linux-release-x86_64OK553
macos-release-arm64OK462
macos-release-x86_64OK865
macos-oldrel-arm64OK416
macos-oldrel-x86_64OK1115
windows-devel-arm64OK654
windows-devel-x86_64OK558
windows-release-arm64OK638
windows-release-x86_64OK602
windows-oldrel-x86_64OK395
wasm-releaseOK303

Exports:bvarconditional_forecastfitforecastIRFppipriorsrestrict_betasetupsteady_state_priors_plotstochastic_volatility_plot

Dependencies:abindbackportsBHcallrcheckmateclicpp11cvardescdistributionalfarverfastICAfBasicsfGarchgbutilsgenericsggplot2gluegridExtragssgtableinlineisobandlabelinglatticelifecycleloomagrittrMASSMatrixmatrixStatsMTSmvtnormnumDerivotelpillarpkgbuildpkgconfigposteriorprocessxpsQuickJSRR6rbibutilsRColorBrewerRcppRcppEigenRcppParallelRdpackrlangrstanrstantoolsS7scalesspatialstabledistStanHeaderstensorAtibbletimeDatetimeSeriesutf8vctrsviridisLitewithr

AR(1) stochastic volatility steady-state BVAR
References
Rendered fromAR1-stochastic-volatility-steady-state-BVAR.Rmdusingknitr::rmarkdown

Last update: 2026-09-14
Started: 2026-06-30

Homoscedastic steady-state BVAR (Villani, 2009)
References
Rendered fromHomoscedastic-steady-state-BVAR.Rmdusingknitr::rmarkdown

Last update: 2026-09-14
Started: 2026-06-25

Random Walk stochastic volatility steady-state BVAR (Clark, 2011)
References
Rendered fromRW-stochastic-volatility-steady-state-BVAR.Rmdusingknitr::rmarkdown

Last update: 2026-09-14
Started: 2026-06-28

Steady-state BVAR models
Introduction | References
Rendered fromSteadyStateBVAR-intro.Rmdusingknitr::rmarkdown

Last update: 2026-09-13
Started: 2026-09-09