Package: SteadyStateBVAR Title: Bayesian Vector Autoregressions with Steady-State Priors Version: 0.2.0.9000 Authors@R: person("Mark", "Becker", email = "mark.jw.becker@gmail.com", role = c("aut", "cre", "cph")) Description: 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) . License: GPL (>= 3) URL: https://github.com/markjwbecker/SteadyStateBVAR, https://markjwbecker.github.io/SteadyStateBVAR/ Depends: R (>= 3.6.0) Imports: graphics, grDevices, methods, MTS (>= 1.2.1), Rcpp (>= 0.12.0), RcppParallel (>= 5.0.1), rstan (>= 2.32.7), rstantools (>= 2.6.0), stats, utils Suggests: knitr, rmarkdown, testthat (>= 3.0.0) VignetteBuilder: knitr Config/testthat/edition: 3 Encoding: UTF-8 LazyData: true Roxygen: list(markdown = TRUE) RoxygenNote: 8.0.0 Biarch: true LinkingTo: BH (>= 1.66.0), Rcpp (>= 0.12.0), RcppEigen (>= 0.3.3.3.0), RcppParallel (>= 5.0.1), rstan (>= 2.18.1), StanHeaders (>= 2.18.0) SystemRequirements: GNU make BugReports: https://github.com/markjwbecker/SteadyStateBVAR/issues Config/pak/sysreqs: cmake make Repository: https://markjwbecker.r-universe.dev Date/Publication: 2026-09-15 05:51:07 UTC RemoteUrl: https://github.com/markjwbecker/steadystatebvar RemoteRef: HEAD RemoteSha: ad4a0eef294b3510ea8dbc88bd14848095903933 NeedsCompilation: yes Packaged: 2026-10-15 08:02:28 UTC; root Author: Mark Becker [aut, cre, cph] Maintainer: Mark Becker