Package: shrinkTVPVAR
Type: Package
Title: Efficient Bayesian Inference for TVP-VAR-SV Models with
        Shrinkage
Version: 0.1.1
Authors@R: c(
  person("Peter", "Knaus", email = "peter.knaus@wu.ac.at",
    role = c("aut", "cre"), comment = c(ORCID = "0000-0001-6498-7084")))
Maintainer: Peter Knaus <peter.knaus@wu.ac.at>
Description: Efficient Markov chain Monte Carlo (MCMC) algorithms for fully Bayesian estimation of time-varying parameter vector autoregressive models with shrinkage priors. Details on the algorithms used are provided in  
  Cadonna et al. (2020) <doi:10.3390/econometrics8020020> and Knaus et al. (2021) <doi:10.18637/jss.v100.i13>.
License: GPL (>= 2)
Encoding: UTF-8
Depends: R (>= 3.3.0)
RoxygenNote: 7.3.2
LinkingTo: Rcpp, RcppProgress, RcppArmadillo, shrinkTVP, stochvol
Imports: Rcpp, shrinkTVP, stochvol, coda, methods, grDevices,
        RColorBrewer, lattice, zoo
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
NeedsCompilation: yes
Packaged: 2024-09-13 19:48:33 UTC; Peter
Author: Peter Knaus [aut, cre] (<https://orcid.org/0000-0001-6498-7084>)
Repository: CRAN
Date/Publication: 2024-09-16 09:00:02 UTC
Built: R 4.3.3; aarch64-apple-darwin20; 2024-09-16 11:14:13 UTC; unix
Archs: shrinkTVPVAR.so.dSYM
