R (>= 2.11.0), KernSmooth, xtable, coda, bit, mvtnorm
Provides methods for estimating frequentist and Bayesian
Vector Autoregression (VAR) models.  Functions for reduced form
and structural VAR models are also available. Includes methods
for the generating posterior inferences for VAR forecasts,
impulse responses (using likelihood-based error bands), and
forecast error decompositions.  Also includes utility functions
for plotting forecasts and impulse responses, and generating
draws from Wishart and singular multivariate normal densities.
Current version includes functionality to build models with
Markov switching.

R (>= 2.12.0), KernSmooth, xtable, coda, bit, mvtnorm, lattice
Provides methods for estimating frequentist and Bayesian
Vector Autoregression (VAR) models and Markov-switching
Bayesian VAR (MSBVAR).  Functions for reduced form and
structural VAR models are also available. Includes methods for
the generating posterior inferences for these models,
forecasts, impulse responses (using likelihood-based error
bands), and forecast error decompositions.  Also includes
utility functions for plotting forecasts and impulse responses,
and generating draws from Wishart and singular multivariate
normal densities.  Current version includes functionality to
build and evaluate models with Markov switching.

c(person("Patrick", "Brandt", role=c("aut", "cre"),
email="pbrandt@utdallas.edu"))
Patrick T. Brandt, with contributions from W. Ryan Davis
R (>= 2.14.0), KernSmooth, xtable, coda, bit, mvtnorm, lattice

c(person("Patrick", "Brandt", role=c("aut", "cre"),
email="pbrandt@utdallas.edu"),
person("W. Ryan", "Davis", role=c("cre")))
KernSmooth, xtable, coda, bit, mvtnorm, lattice
Provides methods for estimating frequentist and
Bayesian Vector Autoregression (VAR) models and Markov-switching
Bayesian VAR (MSBVAR).  Functions for reduced
form and structural VAR models are also available. Includes
methods for the generating posterior inferences for these models,
forecasts, impulse responses (using likelihood-based error bands),
and forecast error decompositions.  Also includes utility functions
for plotting forecasts and impulse responses, and generating draws
from Wishart and singular multivariate normal densities.  Current
version includes functionality to build and evaluate models with
Markov switching.
Patrick Brandt [aut, cre],
W. Ryan Davis [cre]