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Bvar

Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows for the computation of impulse responses and forecasts and provides functionality for assessing results.
Stars
39
License
other
Open Issues
14
Most Recent Commit
10 months ago
Programming Language
R
Dependent Packages
1
Total Releases
10
Latest Release
March 08, 2023
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Alternatives To Bvar
Project NameStarsDownloadsRepos Using ThisPackages Using ThisMost Recent CommitTotal ReleasesLatest ReleaseOpen IssuesLicenseLanguage
Pybats85
a year ago5August 01, 20218apache-2.0Jupyter Notebook
Bayesian time series forecasting and decision analysis
Bvar39110 months ago10March 08, 202314otherR
Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows for the computation of impulse responses and forecasts and provides functionality for assessing results.
Bigtime2718 months ago5August 21, 20232HTML
Sparse estimation of large time series models
Bgvar22
4 months ago4gpl-3.0TeX
Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
My_energy_forecast_svr13
8 years ago1Jupyter Notebook
Using my smart meter electricity data from Baltimore Gas and Electric to forecast my energy demand using support vector regression.
Bvars9
4 years agoR
R package for Bayesian Vector Autoregression
Marine_forecast_webgis7
10 years agoJavaScript
Marine Forecast WebGIS
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Bigtime ⭐ 27
Sparse estimation of large time series models
dependent packages 1total releases 5most recent commit 8 months ago


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