Package: MSBVAR
Version: 0.9-3
Date: 2011-11-14
Title: Markov-Switching, Bayesian, Vector Autoregression Models
Authors@R: c(person("Patrick", "Brandt", role=c("aut", "cre"),
                     email="pbrandt@utdallas.edu"),
	     person("W. Ryan", "Davis", role=c("ctb")))
Maintainer: Patrick Brandt <pbrandt@utdallas.edu>
Imports: KernSmooth, xtable, coda, bit, mvtnorm, lattice
Description: Provides methods for estimating frequentist and
  Bayesian Vector Autoregression (VAR) models and Markov-switching
  Bayesian VAR (MSBVAR).  Functions for reduced
  form and structural VAR models are also available. Includes
  methods for the generating posterior inferences for these models,
  forecasts, impulse responses (using likelihood-based error bands),
  and forecast error decompositions.  Also includes utility functions
  for plotting forecasts and impulse responses, and generating draws
  from Wishart and singular multivariate normal densities.  Current
  version includes functionality to build and evaluate models with
  Markov switching.
License: MIT + file LICENSE
License_is_FOSS: yes
License_restricts_use: no
SystemRequirements: gcc (>= 4.0)
NeedsCompilation: yes
Packaged: 2016-11-14 21:24:51 UTC; pbrandt
Author: Patrick Brandt [aut, cre],
  W. Ryan Davis [ctb]
Repository: CRAN
Date/Publication: 2016-11-15 00:14:13
Built: R 3.3.2; x86_64-w64-mingw32; 2016-12-02 03:13:59 UTC; windows
Archs: i386, x64
