Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) <DOI:10.1504/IJMMNO.2014.059942>, among many other sources.

Time series regression using dynamic linear models fit using
MCMC. See Scott and Varian (2014) <DOI:10.1504/IJMMNO.2014.059942>, among many
other sources.

Submitter and Monitor of the 'LSF Cluster'
GlobalOptions (>= 0.1.1), GetoptLong (>= 0.1.8), digest,
utils, stats, clisymbols, crayon, methods, grDevices, graphics
knitr, ssh, DT (>= 0.13), shiny (>= 1.0.0), shinyjqui,
igraph, graph, Rgraphviz
It submits R code/R scripts/shell commands to 'LSF cluster'
(<https://en.wikipedia.org/wiki/Platform_LSF>, the 'bsub' system) without
leaving R. There is also an interactive 'shiny' app for monitoring the job status.

knitr, ssh, DT (>= 0.13), shiny (>= 1.0.0), shinyjqui,
igraph, graph, Rgraphviz, ggplot2, markdown

knitr, ssh, DT (>= 0.13), shiny (>= 1.0.0), shinyjqui,
igraph, graph, Rgraphviz, ggplot2, rmarkdown, markdown

Bayesian Estimation of Structural Vector Autoregressive Models
person("Tomasz", "Woźniak", , "wozniak.tom@pm.me", role = c("aut", "cre"),
comment = c(ORCID = "0000-0003-2212-2378"))
Efficient algorithms for Bayesian estimation of Structural Vector Autoregressive (SVAR) models via Markov chain Monte Carlo methods. A wide range of SVAR models is considered, including homo- and heteroskedastic specifications and those with non-normal structural shocks. The heteroskedastic SVAR model setup is similar as in Woźniak & Droumaguet (2015) <doi:10.13140/RG.2.2.19492.55687> and Lütkepohl & Woźniak (2020) <doi:10.1016/j.jedc.2020.103862>. The sampler of the structural matrix follows Waggoner & Zha (2003) <doi:10.1016/S0165-1889(02)00168-9>, whereas that for autoregressive parameters follows Chan, Koop, Yu (2022) <https://www.joshuachan.org/papers/OISV.pdf>. The specification of Markov switching heteroskedasticity is inspired by Song & Woźniak (2021) <doi:10.1093/acrefore/9780190625979.013.174>, and that of Stochastic Volatility model by Kastner & Frühwirth-Schnatter (2014) <doi:10.1016/j.csda.2013.01.002>.
Rcpp (>= 1.0.7), RcppProgress (>= 0.1), RcppTN, GIGrvg, R6
Tomasz Woźniak [aut, cre] (<https://orcid.org/0000-0003-2212-2378>)