# MCMC Estimation of Bayesian Vectorautoregressions

## Documentation for package ‘bayesianVARs’ version 0.1.8

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

bvar | Markov Chain Monte Carlo Sampling for Bayesian Vectorautoregressions
coef | Extract VAR coefficients
coef.bayesianVARs_bvar | Extract VAR coefficients
extractB0 | Retrieve the structural parameter \boldsymbol{B}_0 samples from an IRF object.
fitted.bayesianVARs_bvar | Simulate fitted/predicted historical values for an estimated VAR model
irf | Impulse response functions
my_gig | Draw from generalized inverse Gaussian
pairs.bayesianVARs_predict | Pairwise visualization of out-of-sample posterior predictive densities.
pairs_predict | Pairwise visualization of out-of-sample posterior predictive densities.
plot.bayesianVARs_bvar | Plot method for bayesianVARs_bvar
plot.bayesianVARs_fitted | Visualization of in-sample fit of an estimated VAR.
plot.bayesianVARs_irf | Impulse Responses Plot
plot.bayesianVARs_predict | Fan chart
plot.bayesianVARs_residuals | Visualization of the residuals of an estimated VAR.
posterior_heatmap | Posterior heatmaps for matrix valued parameters
predict.bayesianVARs_bvar | Predict method for Bayesian VARs
print.bayesianVARs_bvar | Pretty printing of a bvar object
print.bayesianVARs_predict | Print method for bayesianVARs_predict objects
print.summary.bayesianVARs_bvar | Print method for summary.bayesianVARs_bvar objects
print.summary.bayesianVARs_predict | Print method for summary.bayesianVARs_predict objects
residuals.bayesianVARs_bvar | Extract Model Residuals
specify_prior_phi | Specify prior on PHI
specify_prior_sigma | Specify prior on Sigma
specify_structural_restrictions | Set identifying restrictions for the structural VAR parameters.
stable_bvar | Stable posterior draws
summary.bayesianVARs_bvar | Summary method for bayesianVARs_bvar objects
summary.bayesianVARs_draws | Summary statistics for bayesianVARs posterior draws.
summary.bayesianVARs_predict | Summary method for bayesianVARs_predict objects
usmacro_growth | Data from the US-economy
vcov.bayesianVARs_bvar | Extract posterior draws of the (time-varying) variance-covariance matrix for a VAR model
[.bayesianVARs_coef | Extract or Replace Parts of a bayesianVARs_coef object
[.bayesianVARs_draws | Extract or Replace Parts of a bayesianVARs_draws object