Package: MSBVAR
Version: 0.6-0
Date: 2011-01-31
Title: Markov-Switching, Bayesian, Vector Autoregression Models
Author@R: c(person("Patrick", "Brandt", email="pbrandt@utdallas.edu"))
Author: Patrick T. Brandt <pbrandt@utdallas.edu>
Maintainer: Patrick T. Brandt <pbrandt@utdallas.edu>
Depends: R (>= 2.12.0), KernSmooth, xtable, coda, bit, mvtnorm, lattice
Description: 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.
License: GPL (>= 2)
Packaged: 2011-01-31 23:02:42 UTC; patrick
Repository: CRAN
Date/Publication: 2011-02-01 07:48:22

Package: MSBVAR
Version: 0.7-0
Date: 2012-04-30
Title: Markov-Switching, Bayesian, Vector Autoregression Models
Authors@R: c(person("Patrick", "Brandt", role=c("aut", "cre"),
email="pbrandt@utdallas.edu"))
Author: Patrick T. Brandt, with contributions from W. Ryan Davis
Maintainer: Patrick T. Brandt <pbrandt@utdallas.edu>
Depends: R (>= 2.14.0), KernSmooth, xtable, coda, bit, mvtnorm, lattice
Description: 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.
License: GPL (>= 2)
Packaged: 2012-07-23 02:59:18 UTC; patrick
Repository: CRAN
Date/Publication: 2012-07-23 16:37:30