L. E. Nieto-Barajas, J. A. Garcia Bueno, E.A. Morones Ishikawa and
J. Pliego
Computes the hazard rate estimate as described by Nieto-Barajas &
Walker (2002), Nieto-Barajas (2003), Nieto-Barajas & Walker (2007) and
Nieto-Barajas & Yin (2008).
magrittr, dplyr, purrr, tibble, ggplot2, ggthemes, gridExtra,
readr, survival, rlang, stringr, tidyr, progress, Brobdingnag

Block Gibbs Sampler with Incomplete Multinomial Distribution
Kwang Woo Ahn <kwooahn@mcw.edu>, Kung-Sik Chan
<kung-sik-chan@uiowa.edu>
Implement an efficient block Gibbs sampler with incomplete
data from a multinomial distribution taking values from the k
categories 1,2,...,k, where data are assumed to miss at random
and each missing datum belongs to one and only one of m
distinct non-empty proper subsets A1, A2,..., Am of 1,2,...,k
and the k categories are labelled such that only consecutive
A's may overlap.

Maximilian Boeck [aut, cre] (<https://orcid.org/0000-0001-6024-8305>),
Martin Feldkircher [aut] (<https://orcid.org/0000-0002-5511-9215>),
Florian Huber [aut] (<https://orcid.org/0000-0002-2896-7921>),
Christopher Sims [ctb]
c(person("Maximilian","Boeck",role=c("aut","cre"),email="maximilian.boeck@wu.ac.at",
comment = c(ORCID = "0000-0001-6024-8305")),
person("Martin","Feldkircher", role="aut",
comment = c(ORCID = "0000-0002-5511-9215")),
person("Florian","Huber", role="aut",
comment = c(ORCID = "0000-0002-2896-7921")),
person("Christopher","Sims", role="ctb"))
Estimation of Bayesian Global Vector Autoregressions (BGVAR) with different prior setups and the possibility to introduce stochastic volatility. Built-in priors include the Minnesota, the stochastic search variable selection and Normal-Gamma (NG) prior. For a reference see also Crespo Cuaresma, J., Feldkircher, M. and F. Huber (2016) "Forecasting with Global Vector Autoregressive Models: a Bayesian Approach", Journal of Applied Econometrics, Vol. 31(7), pp. 1371-1391 <doi:10.1002/jae.2504>. Post-processing functions allow for doing predictions, structurally identify the model with short-run or sign-restrictions and compute impulse response functions, historical decompositions and forecast error variance decompositions. Plotting functions are also available.
abind, bayesm, coda, doParallel, foreach, GIGrvg, graphics,
knitr, MASS, Matrix, methods, parallel, Rcpp (>= 1.0.3), stats,
stochvol, utils, xts, zoo
Rcpp, RcppArmadillo, RcppProgress, stochvol, GIGrvg