bayesianVARs

cranv0.1.8

MCMC Estimation of Bayesian Vectorautoregressions. Efficient Markov Chain Monte Carlo (MCMC) algorithms for the fully Bayesian estimation of vectorautoregressions (VARs) featuring stochastic volatility (SV). Implements state-of-the-art shrinkage priors following Gruber & Kastner (2025) <doi:10.1016/j.ijforecast.2025.02.001>. Efficient equation-per-e

License GPL (>= 3)0 versions1 maintainers11 deps77 weekly dl
luisgruber/bayesianVARs
47
/ 100
Health
safe to use

[email protected] is safe to use (health: 47/100)

Health breakdown0 – 100
20/25
maintenance
0/20
popularity
25/25
security
0/15
maturity
2/15
community
Vulnerabilities
0
none known

Health History

Dependency Tree

License Audit

Dependencies (11)
colorspacefactorstochvolGIGrvggraphicsMASSmvtnormRcppscalesstatsstochvolutils
API access

Get this data programmatically — free, no authentication.

curl https://depscope.dev/api/check/cran/bayesianVARs

First published · 2026-02-19 15:30:49

Last updated · 2026-02-19T13:20:08+00:00