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mfbvar

R package for Mixed-Frequency Bayesian VARs

REmergingpackagerrcpprcpparmadillo

Stars

46

Forks

23

Contributors

2

Last push

62mo ago

Recent commits

Latest commits.

Improved numerical stability for mdd
85c543aankargren65mo ago
Minor documentation fixes
b6880ecankargren65mo ago
New version prepared. Fixed some references.
e90882aankargren65mo ago
Updated how Lambda is handled. Improved interface to handle w, m, q.
cb0b72bankargren65mo ago
Updated vignette to not retrieve data online. Fixed error with single frequencies, should now accept w/m or m/q. Documentation to be updated.
93d0ecfankargren65mo ago

Added ridge to OLS initialization to avoid reduced rank

9780d01ankargren71mo ago

First commit that includes extension to support weekly data. Untested.

d5e8affankargren73mo ago

Additional update.

de017dbankargren74mo ago

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