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depscope/cran/shrinkTVPVAR

shrinkTVPVAR

cranv1.0.1

Efficient Bayesian Inference for TVP-VAR-SV Models with Shrinkage. Efficient Markov chain Monte Carlo (MCMC) algorithms for fully Bayesian estimation of time-varying parameter vector autoregressive models with stochastic volatility (TVP-VAR-SV) under shrinkage priors and dynamic shrinkage processes. Details on the TVP-VAR-SV model and the shrinkage priors can be fo

License GPL (>= 2)0 versions1 maintainers10 deps167 weekly dl
https://CRAN.R-project.org/package=shrinkTVPVAR
40
/ 100
Health
safe to use

[email protected] is safe to use (health: 40/100)

Health breakdown0 – 100
10/25
maintenance
3/20
popularity
25/25
security
0/15
maturity
2/15
community
Vulnerabilities
0
none known

Health History

Dependency Tree

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Dependencies (10)
RcppshrinkTVPstochvolcodamethodsgrDevicesRColorBrewerlatticezoomvtnorm
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First published · 2025-06-03 13:55:03

Last updated · 2025-06-03T12:40:07+00:00

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