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>.
| Version: | 0.1.0 |
| 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 |
| 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) |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-07-24 |
| DOI: | 10.32614/CRAN.package.SteadyStateBVAR (may not be active yet) |
| Author: | Mark Becker [aut, cre, cph] |
| Maintainer: | Mark Becker <mark.jw.becker at gmail.com> |
| BugReports: | https://github.com/markjwbecker/SteadyStateBVAR/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/markjwbecker/SteadyStateBVAR, https://markjwbecker.github.io/SteadyStateBVAR/ |
| NeedsCompilation: | yes |
| SystemRequirements: | GNU make |
| Citation: | SteadyStateBVAR citation info |
| Materials: | README, NEWS |
| CRAN checks: | SteadyStateBVAR results |
| Package source: | SteadyStateBVAR_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
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