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 tcd.ie>
License:	GPL (≥ 3)
NeedsCompilation:	no
SystemRequirements:	gcc (>= 4.0)
In views:	TimeSeries
CRAN checks:	VARsignR results

Documentation:

Reference manual:	VARsignR.pdf
Vignettes:	Using VARsignR

Downloads:

Package source:	VARsignR_0.1.3.tar.gz
Windows binaries:	r-devel: VARsignR_0.1.3.zip, r-release: VARsignR_0.1.3.zip, r-oldrel: VARsignR_0.1.3.zip
macOS binaries:	r-release (arm64): VARsignR_0.1.3.tgz, r-oldrel (arm64): VARsignR_0.1.3.tgz, r-release (x86_64): VARsignR_0.1.3.tgz, r-oldrel (x86_64): VARsignR_0.1.3.tgz

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