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4.0 by Tomasz Woźniak, 7 days ago

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https://bsvars.org/bsvars/

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Report a bug at https://github.com/bsvars/bsvars/issues

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Browse source code at https://github.com/cran/bsvars

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Authors: Tomasz Woźniak [aut, cre] (ORCID: , ROR: <https://ror.org/01ej9dk98>) , Fei Shang [ctb] , co-authored the Journal of Econometrics methodological paper by Lütkepohl , Shang , Uzeda , Woźniak (2026) , introduced major code corrections and improvements) , Helmut Lütkepohl [ctb] (co-authored the Journal of Econometrics methodological paper by Lütkepohl , Shang , Uzeda , Woźniak (2026)) , Luis Uzeda [ctb] , co-authored the Journal of Econometrics methodological paper by Lütkepohl , Shang , Uzeda , Woźniak (2026)) , Xiaolei Wang [ctb] , corrected C++ code for historical decompositions) , Bruno Cavalcante [ctb] , corrected R code for HMSH forecasting)

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Documentation:   PDF Manual  

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GPL (>= 3) license

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Imports Rcpp, RcppProgress, RcppTN, GIGrvg, R6, stochvol, generics

Suggests knitr, tinytest

Linking to Rcpp, RcppProgress, RcppArmadillo, RcppTN

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Depended on by bpvars, bsvarSIGNs, bvars.

Suggested by APRScenario.

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See at CRAN