| Name : R-bvarsv
| |
| Version : 1.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : 3.31
| Date : 2024-09-12 10:41:27
|
| Group : Development/Libraries/Other
| Source RPM : R-bvarsv-1.1-3.31.src.rpm
|
| Size : 0.32 MB
| |
| Packager : (none)
| |
| Summary : Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters
|
Description :
R/C++ implementation of the model proposed by Primiceri (\"Time Varying
Structural Vector Autoregressions and Monetary Policy\", Review of
Economic Studies, 2005), with functionality for computing posterior
predictive distributions and impulse responses.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/x86_64 |
