Package: MSBVAR
Version: 0.2.2
Date: 2007-01-14
Title: Bayesian Vector Autoregression Models
Author: Patrick T. Brandt <pbrandt@utdallas.edu>
Maintainer: Patrick T. Brandt <pbrandt@utdallas.edu>
Depends: R (>= 2.4.0), KernSmooth, xtable, coda, methods
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: Thu Jan 18 12:06:20 2007; brandt

Package: MSBVAR
Version: 0.3.0
Date: 2007-06-26
Title: Markov-Switching Bayesian Vector Autoregression Models
Author: Patrick T. Brandt <pbrandt@utdallas.edu>, Justin Appleby <appleby@utdallas.edu>
Maintainer: Patrick T. Brandt <pbrandt@utdallas.edu>
Depends: R (>= 2.4.0), 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: Mon Jul 30 04:32:09 2007; justin

Package: MSBVAR
Version: 0.3.1
Date: 2007-10-23
Title: Markov-Switching Bayesian Vector Autoregression Models
Author: Patrick T. Brandt <pbrandt@utdallas.edu>, Justin Appleby <appleby@utdallas.edu>
Maintainer: Patrick T. Brandt <pbrandt@utdallas.edu>
Depends: R (>= 2.4.0), 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: Tue Oct 23 20:33:27 2007; brandt