Package: MSBVAR
Version: 0.3.2
Date: 2008-10-11
Title: Markov-Switching Bayesian Vector Autoregression Models
Author: Patrick T. Brandt <pbrandt@utdallas.edu>
Maintainer: Patrick T. Brandt <pbrandt@utdallas.edu>
Depends: R (>= 2.7.0), KernSmooth, xtable, coda
Description: 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.  Future
versions will include some models with Markov switching.
LazyLoad: yes
License: GPL version 2 or newer
URL: http://www.utdallas.edu/~pbrandt/
Packaged: Fri Oct 10 16:44:53 2008; ptb

Package: MSBVAR
Version: 0.4.0
Date: 2009-06-12
Title: Markov-Switching, Bayesian, Vector Autoregression Models
Author: Patrick T. Brandt <pbrandt@utdallas.edu>
Maintainer: Patrick T. Brandt <pbrandt@utdallas.edu>
Depends: R (>= 2.8.0), KernSmooth, xtable, coda, bit, mvtnorm
Description: 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 some limited functionality to build
models with Markov switching.
LazyLoad: yes
License: GPL (>= 2)
URL: http://www.utdallas.edu/~pbrandt/
Packaged: 2009-07-20 21:48:49 UTC; patrick
Repository: CRAN
Date/Publication: 2009-07-21 12:26:57

Package: MSBVAR
Version: 0.5.0
Date: 2010-08-06
Title: Markov-Switching, Bayesian, Vector Autoregression Models
Author: Patrick T. Brandt <pbrandt@utdallas.edu>
Maintainer: Patrick T. Brandt <pbrandt@utdallas.edu>
Depends: R (>= 2.11.0), KernSmooth, xtable, coda, bit, mvtnorm
Description: 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.
LazyLoad: yes
License: GPL (>= 2)
URL: http://www.utdallas.edu/~pbrandt/
Packaged: 2010-08-07 00:04:02 UTC; patrick
Repository: CRAN
Date/Publication: 2010-08-07 07:35:45