bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling
Tools to model and forecast multivariate time series including Bayesian Vector heterogeneous autoregressive (VHAR) model by Kim & Baek (2023) (<doi:10.1080/00949655.2023.2281644>). 'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.
| Version: | 2.3.0 |
| Depends: | R (≥ 4.2.0) |
| Imports: | lifecycle,Rcpp,ggplot2,tidyr,tibble,dplyr,foreach,purrr, stats,optimParallel,posterior,bayesplot, utils |
| LinkingTo: | BH (≥ 1.87.0-0),Rcpp (≥ 0.10.0),RcppEigen (≥0.3.4.0.0),RcppSpdlog,RcppThread |
| Suggests: | covr,knitr, parallel,rmarkdown,testthat (≥ 3.0.0) |
| Published: | 2025-06-25 |
| DOI: | 10.32614/CRAN.package.bvhar |
| Author: | Young Geun Kim [aut, cre, cph], Changryong Baek [ctb] |
| Maintainer: | Young Geun Kim <ygeunkimstat at gmail.com> |
| BugReports: | https://github.com/ygeunkim/bvhar/issues |
| License: | GPL (≥ 3) |
| URL: | https://ygeunkim.github.io/package/bvhar/,https://github.com/ygeunkim/bvhar |
| NeedsCompilation: | yes |
| Citation: | bvhar citation info |
| Materials: | README,NEWS |
| CRAN checks: | bvhar results |
Documentation:
| Reference manual: | bvhar.html ,bvhar.pdf |
| Vignettes: | Introduction to bvhar (source,R code) Forecasting (source,R code) Minnesota Prior (source,R code) Bayesian VAR and VHAR Models (source,R code) Stochastic Volatility Models (source,R code) |
Downloads:
| Package source: | bvhar_2.3.0.tar.gz |
| Windows binaries: | r-devel:bvhar_2.3.0.zip, r-release:bvhar_2.3.0.zip, r-oldrel:bvhar_2.3.0.zip |
| macOS binaries: | r-release (arm64):bvhar_2.3.0.tgz, r-oldrel (arm64):bvhar_2.3.0.tgz, r-release (x86_64):bvhar_2.3.0.tgz, r-oldrel (x86_64):bvhar_2.3.0.tgz |
| Old sources: | bvhar archive |
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=bvharto link to this page.