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| A02mcmc | Converts A0 objects to coda MCMC objects |
| BCFdata | Subset of Data from Brandt, Colaresi, and Freeman (2007) |
| BHLK.filter | Baum-Hamilton-Lindgren-Kim state-space filter |
| cf.forecasts | Compare VAR forecasts to each other or real data |
| ddirichlet | Random draws from and density for Dirichlet distribution |
| decay.spec | Lag decay specification check |
| dfev | Decompositions of Forecast Error Variance (DFEV) for VAR/BVAR/BSVAR models |
| dfev.BSVAR | Decompositions of Forecast Error Variance (DFEV) for VAR/BVAR/BSVAR models |
| dfev.BVAR | Decompositions of Forecast Error Variance (DFEV) for VAR/BVAR/BSVAR models |
| dfev.VAR | Decompositions of Forecast Error Variance (DFEV) for VAR/BVAR/BSVAR models |
| forc.ecdf | Empirical CDF computations for posterior forecast samples |
| forecast | Generate forecasts for fitted VAR objects |
| forecast.BSVAR | Generate forecasts for fitted VAR objects |
| forecast.BVAR | Generate forecasts for fitted VAR objects |
| forecast.VAR | Generate forecasts for fitted VAR objects |
| gibbs.A0 | Gibbs sampler for posterior of Bayesian structural vector autoregression models |
| gibbs.A0.BSVAR | Gibbs sampler for posterior of Bayesian structural vector autoregression models |
| gibbs.A0.msbsvar | Gibbs-Metropolis-Hastings sampler for posterior of a Markov-switching Bayesian structural vector autoregression model |
| gibbs.msbsvar | Gibbs-Metropolis-Hastings sampler for posterior of a Markov-switching Bayesian structural vector autoregression model |
| gibbs.msbvar | Gibbs sampler for a Markov-switching Bayesian reduced form vector autoregression model |
| granger.test | Bivariate Granger causality testing |
| hc.forecast | Forecast density estimation of hard condition forecasts for VAR models via MCMC |
| hc.forecast.VAR | Forecast density estimation of hard condition forecasts for VAR models via MCMC |
| irf | Impulse Response Function (IRF) Computation for a VAR |
| irf.BSVAR | Impulse Response Function (IRF) Computation for a VAR |
| irf.BVAR | Impulse Response Function (IRF) Computation for a VAR |
| irf.msbsvar | Monte Carlo Integration / Simulation of Impulse Response Functions for an MSBSVAR model. |
| irf.VAR | Impulse Response Function (IRF) Computation for a VAR |
| IsraelPalestineConflict | Weekly Goldstein Scaled Israeli-Palestinian Conflict Data, 1979-2003 |
| list.print | Prints a list object for the VAR and BVAR models in MSBVAR |
| mae | Mean absolute error of VAR forecasts |
| mc.irf | Monte Carlo Integration / Simulation of Impulse Response Functions |
| mc.irf.BSVAR | Monte Carlo Integration / Simulation of Impulse Response Functions |
| mc.irf.BVAR | Monte Carlo Integration / Simulation of Impulse Response Functions |
| mc.irf.VAR | Monte Carlo Integration / Simulation of Impulse Response Functions |
| mcmc.szbsvar | Gibbs sampler for coefficients of a B-SVAR model |
| mean.SS | Summary measures and plots for MS-B(S)VAR state-spaces |
| mountains | Mountain plots for summarizing forecast densities |
| msbsvar | Markov-Switching Sims-Zha Bayesian VAR Model estimation |
| msbvar | Markov-switching Bayesian reduced form vector autoregression model setup and posterior mode estimation |
| normalize.svar | Likelihood normalization of SVAR models |
| null.space | Find the null space of a matrix |
| plot.forc.ecdf | Plots VAR forecasts and their empirical error bands |
| plot.forecast | Plots competing sets of VAR forecasts or a single set of VAR forecasts |
| plot.forecast.BSVAR | Plots competing sets of VAR forecasts or a single set of VAR forecasts |
| plot.forecast.BVAR | Plots competing sets of VAR forecasts or a single set of VAR forecasts |
| plot.forecast.VAR | Plots competing sets of VAR forecasts or a single set of VAR forecasts |
| plot.gibbs.A0 | Plot a parameter density summary for B-SVAR A(0) objects |
| plot.irf | Plots impulse responses |
| plot.irf.BSVAR | Plots impulse responses |
| plot.irf.BVAR | Plots impulse responses |
| plot.irf.VAR | Plots impulse responses |
| plot.mc.irf | Plotting posteriors of Monte Carlo simulated impulse responses |
| plot.mc.irf.BSVAR | Plotting posteriors of Monte Carlo simulated impulse responses |
| plot.mc.irf.BVAR | Plotting posteriors of Monte Carlo simulated impulse responses |
| plot.mc.irf.VAR | Plotting posteriors of Monte Carlo simulated impulse responses |
| plot.SS | Summary measures and plots for MS-B(S)VAR state-spaces |
| posterior.fit | Estimates the marginal likelihood and posterior probability for VAR, BVAR, and BSVAR models |
| posterior.fit.BSVAR | Estimates the marginal likelihood and posterior probability for VAR, BVAR, and BSVAR models |
| posterior.fit.BVAR | Estimates the marginal likelihood and posterior probability for VAR, BVAR, and BSVAR models |
| print.dfev | Printing DFEV tables |
| print.posterior.fit | Print method for posterior fit measures |
| print.posterior.fit.BSVAR | Print method for posterior fit measures |
| print.posterior.fit.BVAR | Print method for posterior fit measures |
| rdirichlet | Random draws from and density for Dirichlet distribution |
| reduced.form.var | Estimation of a reduced form VAR model |
| restmtx | Utility function for generating the restriction matrix for hard condition forecasting |
| rmse | Root mean squared error of a Monte Carlo / MCMC sample of forecasts |
| rmultnorm | Multivariate Normal Random Number Generator |
| rwishart | Random deviates from a Wishart distribution |
| sum.SS | Summary measures and plots for MS-B(S)VAR state-spaces |
| summary | Summary functions for VAR / BVAR / B-SVAR model objects |
| summary.BSVAR | Summary functions for VAR / BVAR / B-SVAR model objects |
| summary.BVAR | Summary functions for VAR / BVAR / B-SVAR model objects |
| summary.dfev | Printing DFEV tables |
| summary.VAR | Summary functions for VAR / BVAR / B-SVAR model objects |
| SZ.prior.evaluation | Sims-Zha Bayesian VAR Prior Specification Search |
| szbsvar | Structural Sims-Zha Bayesian VAR model estimation |
| szbvar | Reduced form Sims-Zha Bayesian VAR model estimation |
| uc.forecast | Forecast density estimation unconditional forecasts for VAR/BVAR/BSVAR models via MCMC |
| uc.forecast.BVAR | Forecast density estimation unconditional forecasts for VAR/BVAR/BSVAR models via MCMC |
| uc.forecast.VAR | Forecast density estimation unconditional forecasts for VAR/BVAR/BSVAR models via MCMC |
| var.lag.specification | Automated VAR lag specification testing |
| Y | Subset of Data from Brandt, Colaresi, and Freeman (2007) |
| z2 | Subset of Data from Brandt, Colaresi, and Freeman (2007) |