VARsignR: Sign Restrictions, Bayesian, Vector Autoregression Models

Provides routines for identifying structural shocks in vector autoregressions (VARs) using sign restrictions.

Version: 0.1.3
Depends: R (≥ 3.2)
Imports: HI, minqa, mvnfast, utils, stats, methods, grDevices, graphics
Suggests: knitr
Published: 2015-12-21
Author: Christian Danne [aut, cre]
Maintainer: Christian Danne <dannec at>
License: GPL (≥ 3)
NeedsCompilation: no
SystemRequirements: gcc (>= 4.0)
In views: TimeSeries
CRAN checks: VARsignR results


Reference manual: VARsignR.pdf
Vignettes: Using VARsignR
Package source: VARsignR_0.1.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: VARsignR_0.1.3.tgz
OS X Mavericks binaries: r-oldrel: VARsignR_0.1.3.tgz


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