{ "_id": "6a17f707acfb0bcc41da90ca", "Package": "BVAR", "Type": "Package", "Title": "Hierarchical Bayesian Vector Autoregression", "Version": "1.0.5", "Date": "2024-02-13", "Authors@R": "c(person(\"Nikolas\", \"Kuschnig\", role = c(\"aut\", \"cre\"), email = \"nikolas.kuschnig@wu.ac.at\", comment = c(ORCID = \"0000-0002-6642-2543\")),\nperson(\"Lukas\", \"Vashold\", role = \"aut\", comment = c(ORCID = \"0000-0002-3562-3414\")),\nperson(\"Nirai\", \"Tomass\", role = \"ctb\"),\nperson(\"Michael\", \"McCracken\", role = \"dtc\"),\nperson(\"Serena\", \"Ng\", role = \"dtc\"))", "Author": "Nikolas Kuschnig [aut, cre]\n(), Lukas Vashold [aut]\n(), Nirai Tomass [ctb],\nMichael McCracken [dtc], Serena Ng [dtc]", "Maintainer": "Nikolas Kuschnig ", "Description": "Estimation of hierarchical Bayesian vector autoregressive\nmodels following Kuschnig & Vashold (2021)\n. Implements hierarchical prior\nselection for conjugate priors in the fashion of Giannone,\nLenza & Primiceri (2015) . Functions\nto compute and identify impulse responses, calculate forecasts,\nforecast error variance decompositions and scenarios are\navailable. Several methods to print, plot and summarise results\nfacilitate analysis.", "URL": "https://github.com/nk027/bvar", "BugReports": "https://github.com/nk027/bvar/issues", "License": "GPL-3 | file LICENSE", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.3.1", "Repository": "https://nk027.r-universe.dev", "Date/Publication": "2026-04-28 06:03:17 UTC", "RemoteUrl": "https://github.com/nk027/bvar", "RemoteRef": "HEAD", "RemoteSha": "f6b282250f576d97143df7522793a259f5a1c267", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-28 08:01:28 UTC", "User": "root" }, "MD5sum": "c1002e18e40ee00333102644ba1226bc", "_user": "nk027", "_type": "src", "_file": "BVAR_1.0.5.tar.gz", "_fileid": "289dbaf1d7eed24d7e992da8161d3495c14526dab778f77ce6bc2a60ec640b50", "_filesize": 1824138, "_sha256": "289dbaf1d7eed24d7e992da8161d3495c14526dab778f77ce6bc2a60ec640b50", "_created": "2026-05-28T08:01:28.000Z", "_published": "2026-05-28T08:04:23.187Z", "_distro": "noble", "_jobs": [ { "job": 78248768970, "time": 136, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "WARNING", "artifact": "7260732696" }, { "job": 78248768959, "time": 96, "config": "linux-release-x86_64", "r": "4.6.0", "check": "WARNING", "artifact": "7260720873" }, { "job": 78248769090, "time": 73, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "WARNING", "artifact": "7260713730" }, { "job": 78248768930, "time": 73, "config": "macos-release-arm64", "r": "4.6.0", "check": "WARNING", "artifact": "7260713947" }, { "job": 78248148141, "time": 243, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7260690503" }, { "job": 78248768872, "time": 89, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7260718982" }, { "job": 78248768922, "time": 96, "config": "windows-devel", "r": "4.7.0", "check": "WARNING", "artifact": "7260720882" }, { "job": 78248768911, "time": 83, "config": "windows-oldrel", "r": "4.5.3", "check": "WARNING", "artifact": "7260717061" }, { "job": 78248768939, "time": 77, "config": "windows-release", "r": "4.6.0", "check": "WARNING", "artifact": "7260714926" } ], "_buildurl": "https://github.com/r-universe/nk027/actions/runs/26562317696", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/nk027/bvar", "_commit": { "id": "f6b282250f576d97143df7522793a259f5a1c267", "author": "Nikolas Kuschnig ", "committer": "Nikolas Kuschnig ", "message": "Add HD and FEVD plot + test features\n", "time": 1777356197 }, "_maintainer": { "name": "Nikolas Kuschnig", "email": "nikolas.kuschnig@wu.ac.at", "login": "nk027", "description": "", "uuid": 31620977, "orcid": "0000-0002-6642-2543" }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.3.0", "role": "Depends" }, { "package": "mvtnorm", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "graphics", "role": "Imports" }, { "package": "utils", "role": "Imports" }, { "package": "grDevices", "role": "Imports" }, { "package": "coda", "role": "Suggests" }, { "package": "vars", "role": "Suggests" }, { "package": "tinytest", "role": "Suggests" } ], "_owner": "nk027", "_selfowned": true, "_usedby": 2, "_updates": [ { "week": "2026-18", "n": 6 } ], "_tags": [], "_topics": [ "bayesian", "bvar", "forecasts", "impulse-responses", "vector-autoregressions" ], "_stars": 57, "_contributors": [ { "user": "nk027", "count": 194, "uuid": 31620977 }, { "user": "odnaudio", "count": 154, "uuid": 41572883 }, { "user": "danajwright", "count": 1, "uuid": 4512490 } ], "_userbio": { "uuid": 31620977, "type": "user", "name": "Nikolas Kuschnig" }, "_downloads": { "count": 1189, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/BVAR" }, "_mentions": 3, "_devurl": "https://github.com/nk027/bvar", "_searchresults": 118, "_rbuild": "4.6.0", "_assets": [ "extra/BVAR.html", "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_homeurl": "https://github.com/nk027/bvar", "_realowner": "nk027", "_cranurl": true, "_releases": [ { "version": "0.1.3", "date": "2019-05-03" }, { "version": "0.1.5", "date": "2019-07-09" }, { "version": "0.2.0", "date": "2019-09-05" }, { "version": "0.2.1", "date": "2019-09-21" }, { "version": "0.2.2", "date": "2020-02-20" }, { "version": "1.0.0", "date": "2020-05-06" }, { "version": "1.0.1", "date": "2020-09-27" }, { "version": "1.0.2", "date": "2021-11-26" }, { "version": "1.0.3", "date": "2022-02-25" }, { "version": "1.0.4", "date": "2023-03-08" }, { "version": "1.0.5", "date": "2024-02-16" } ], "_exports": [ "bv_alpha", "bv_dummy", "bv_fcast", "bv_irf", "bv_lambda", "bv_metropolis", "bv_mh", "bv_minnesota", "bv_mn", "bv_priors", "bv_psi", "bv_soc", "bv_sur", "bvar", "companion", "fevd", "fevd<-", "fred_code", "fred_transform", "hist_decomp", "independent_index", "irf", "irf<-", "lps", "par_bvar", "predict<-", "rmse", "WAIC" ], "_datasets": [ { "name": "fred_md", "title": "FRED-MD and FRED-QD: Databases for Macroeconomic Research", "object": "fred_md", "class": [ "data.frame" ], "fields": [ "RPI", "W875RX1", "DPCERA3M086SBEA", "CMRMTSPLx", "RETAILx", "INDPRO", "IPFPNSS", "IPFINAL", "IPCONGD", "IPDCONGD", "IPNCONGD", "IPBUSEQ", "IPMAT", "IPDMAT", "IPNMAT", "IPMANSICS", "IPB51222S", "IPFUELS", "CUMFNS", "HWI", "HWIURATIO", "CLF16OV", "CE16OV", "UNRATE", "UEMPMEAN", "UEMPLT5", "UEMP5TO14", "UEMP15OV", "UEMP15T26", "UEMP27OV", "CLAIMSx", "PAYEMS", "USGOOD", "CES1021000001", "USCONS", "MANEMP", "DMANEMP", "NDMANEMP", "SRVPRD", "USTPU", "USWTRADE", "USTRADE", "USFIRE", "USGOVT", "CES0600000007", "AWOTMAN", "AWHMAN", "HOUST", "HOUSTNE", "HOUSTMW", "HOUSTS", "HOUSTW", "PERMIT", "PERMITNE", "PERMITMW", "PERMITS", "PERMITW", "ACOGNO", "AMDMNOx", "ANDENOx", "AMDMUOx", "BUSINVx", "ISRATIOx", "M1SL", "M2SL", "M2REAL", "BOGMBASE", "TOTRESNS", "NONBORRES", "BUSLOANS", "REALLN", "NONREVSL", "CONSPI", "FEDFUNDS", "CP3Mx", "TB3MS", "TB6MS", "GS1", "GS5", "GS10", "COMPAPFFx", "TB3SMFFM", "TB6SMFFM", "T1YFFM", "T5YFFM", "T10YFFM", "AAAFFM", "EXSZUSx", "EXJPUSx", "EXUSUKx", "EXCAUSx", "WPSFD49207", "WPSFD49502", "WPSID61", "WPSID62", "OILPRICEx", "PPICMM", "CPIAUCSL", "CPIAPPSL", "CPITRNSL", "CPIMEDSL", "CUSR0000SAC", "CUSR0000SAD", "CUSR0000SAS", "CPIULFSL", "CUSR0000SA0L2", "CUSR0000SA0L5", "PCEPI", "DDURRG3M086SBEA", "DNDGRG3M086SBEA", "DSERRG3M086SBEA", "CES0600000008", "CES2000000008", "CES3000000008", "UMCSENTx", "DTCOLNVHFNM", "DTCTHFNM", "INVEST" ], "rows": 788, "table": true, "tojson": true }, { "name": "fred_qd", "title": "FRED-MD and FRED-QD: Databases for Macroeconomic Research", "object": "fred_qd", "class": [ "data.frame" ], "fields": [ "GDPC1", "PCECC96", "PCDGx", "PCESVx", "PCNDx", "GPDIC1", "FPIx", "Y033RC1Q027SBEAx", "PNFIx", "PRFIx", "A014RE1Q156NBEA", "GCEC1", "A823RL1Q225SBEA", "FGRECPTx", "SLCEx", "EXPGSC1", "IMPGSC1", "DPIC96", "OUTNFB", "OUTBS", "OUTMS", "INDPRO", "IPFINAL", "IPCONGD", "IPMAT", "IPDMAT", "IPNMAT", "IPDCONGD", "IPB51110SQ", "IPNCONGD", "IPBUSEQ", "IPB51220SQ", "TCU", "CUMFNS", "PAYEMS", "USPRIV", "MANEMP", "SRVPRD", "USGOOD", "DMANEMP", "NDMANEMP", "USCONS", "USEHS", "USFIRE", "USINFO", "USPBS", "USLAH", "USSERV", "USMINE", "USTPU", "USGOVT", "USTRADE", "USWTRADE", "CES9091000001", "CES9092000001", "CES9093000001", "CE16OV", "CIVPART", "UNRATE", "UNRATESTx", "UNRATELTx", "LNS14000012", "LNS14000025", "LNS14000026", "UEMPLT5", "UEMP5TO14", "UEMP15T26", "UEMP27OV", "LNS13023621", "LNS13023557", "LNS13023705", "LNS13023569", "LNS12032194", "HOABS", "HOAMS", "HOANBS", "AWHMAN", "AWHNONAG", "AWOTMAN", "HWIx", "HOUST", "HOUST5F", "PERMIT", "HOUSTMW", "HOUSTNE", "HOUSTS", "HOUSTW", "CMRMTSPLx", "RSAFSx", "AMDMNOx", "ACOGNOx", "AMDMUOx", "ANDENOx", "INVCQRMTSPL", "PCECTPI", "PCEPILFE", "GDPCTPI", "GPDICTPI", "IPDBS", "DGDSRG3Q086SBEA", "DDURRG3Q086SBEA", "DSERRG3Q086SBEA", "DNDGRG3Q086SBEA", "DHCERG3Q086SBEA", "DMOTRG3Q086SBEA", "DFDHRG3Q086SBEA", "DREQRG3Q086SBEA", "DODGRG3Q086SBEA", "DFXARG3Q086SBEA", "DCLORG3Q086SBEA", "DGOERG3Q086SBEA", "DONGRG3Q086SBEA", "DHUTRG3Q086SBEA", "DHLCRG3Q086SBEA", "DTRSRG3Q086SBEA", "DRCARG3Q086SBEA", "DFSARG3Q086SBEA", "DIFSRG3Q086SBEA", "DOTSRG3Q086SBEA", "CPIAUCSL", "CPILFESL", "WPSFD49207", "PPIACO", "WPSFD49502", "WPSFD4111", "PPIIDC", "WPSID61", "WPU0531", "WPU0561", "OILPRICEx", "AHETPIx", "CES2000000008x", "CES3000000008x", "COMPRMS", "COMPRNFB", "RCPHBS", "OPHMFG", "OPHNFB", "OPHPBS", "ULCBS", "ULCMFG", "ULCNFB", "UNLPNBS", "FEDFUNDS", "TB3MS", "TB6MS", "GS1", "GS10", "BAA10YM", "MORTG10YRx", "TB6M3Mx", "GS1TB3Mx", "GS10TB3Mx", "CPF3MTB3Mx", "BOGMBASEREALx", "M1REAL", "M2REAL", "BUSLOANSx", "CONSUMERx", "NONREVSLx", "REALLNx", "REVOLSLx", "TOTALSLx", "DRIWCIL", "TABSHNOx", "TLBSHNOx", "LIABPIx", "TNWBSHNOx", "NWPIx", "TARESAx", "HNOREMQ027Sx", "TFAABSHNOx", "USSTHPI", "EXUSEU", "EXSZUSx", "EXJPUSx", "EXUSUKx", "EXCAUSx", "UMCSENTx", "USEPUINDXM", "B020RE1Q156NBEA", "B021RE1Q156NBEA", "GFDEGDQ188S", "GFDEBTNx", "IPMANSICS", "IPB51222S", "IPFUELS", "UEMPMEAN", "CES0600000007", "TOTRESNS", "NONBORRES", "GS5", "TB3SMFFM", "T5YFFM", "AAAFFM", "WPSID62", "PPICMM", "CPIAPPSL", "CPITRNSL", "CPIMEDSL", "CUSR0000SAC", "CUSR0000SAD", "CUSR0000SAS", "CPIULFSL", "CUSR0000SA0L2", "CUSR0000SA0L5", "CES0600000008", "DTCOLNVHFNM", "DTCTHFNM", "INVEST", "HWIURATIOx", "CLAIMSx", "BUSINVx", "ISRATIOx", "CONSPIx", "CP3M", "COMPAPFF", "PERMITNE", "PERMITMW", "PERMITS", "PERMITW", "CUSR0000SEHC", "TLBSNNCBx", "TLBSNNCBBDIx", "TTAABSNNCBx", "TNWMVBSNNCBx", "TNWMVBSNNCBBDIx", "TLBSNNBx", "TLBSNNBBDIx", "TABSNNBx", "TNWBSNNBx", "TNWBSNNBBDIx", "CNCFx" ], "rows": 262, "table": true, "tojson": true } ], "_help": [ { "page": "BVAR-package", "title": "BVAR: Hierarchical Bayesian vector autoregression", "topics": [ "BVAR-package", "BVAR" ] }, { "page": "bv_dummy", "title": "Dummy prior settings", "topics": [ "bv_dummy", "bv_soc", "bv_sur" ] }, { "page": "bv_fcast", "title": "Forecast settings", "topics": [ "bv_fcast" ] }, { "page": "bv_irf", "title": "Impulse response settings and identification", "topics": [ "bv_irf" ] }, { "page": "bv_metropolis", "title": "Metropolis-Hastings settings", "topics": [ "bv_metropolis", "bv_mh" ] }, { "page": "bv_minnesota", "title": "Minnesota prior settings", "topics": [ "bv_alpha", "bv_lambda", "bv_minnesota", "bv_mn", "bv_psi" ] }, { "page": "bv_priors", "title": "Prior settings", "topics": [ "bv_priors" ] }, { "page": "bvar", "title": "Hierarchical Bayesian vector autoregression", "topics": [ "bvar" ] }, { "page": "coda", "title": "Methods for 'coda' Markov chain Monte Carlo objects", "topics": [ "as.mcmc.bvar", "as.mcmc.bvar_chains", "coda" ] }, { "page": "coef.bvar", "title": "Coefficient and VCOV methods for Bayesian VARs", "topics": [ "coef.bvar", "vcov.bvar" ] }, { "page": "companion", "title": "Retrieve companion matrix from a Bayesian VAR", "topics": [ "companion", "companion.bvar", "companion.default" ] }, { "page": "density.bvar", "title": "Density methods for Bayesian VARs", "topics": [ "density.bvar", "independent_index", "plot.bvar_density" ] }, { "page": "fitted.bvar", "title": "Fitted and residual methods for Bayesian VARs", "topics": [ "fitted.bvar", "plot.bvar_resid", "residuals.bvar" ] }, { "page": "fred_qd", "title": "FRED-MD and FRED-QD: Databases for Macroeconomic Research", "topics": [ "fred_md", "fred_qd" ] }, { "page": "fred_transform", "title": "FRED transformation and subset helper", "topics": [ "fred_code", "fred_transform" ] }, { "page": "hist_decomp.bvar", "title": "Historical decomposition", "topics": [ "hist_decomp", "hist_decomp.bvar", "hist_decomp.default" ] }, { "page": "irf.bvar", "title": "Impulse response and forecast error methods for Bayesian VARs", "topics": [ "fevd", "fevd.bvar", "fevd.default", "fevd<-", "irf", "irf.bvar", "irf.default", "irf<-", "summary.bvar_irf" ] }, { "page": "logLik.bvar", "title": "Log-Likelihood method for Bayesian VARs", "topics": [ "logLik.bvar" ] }, { "page": "par_bvar", "title": "Parallel hierarchical Bayesian vector autoregression", "topics": [ "par_bvar" ] }, { "page": "plot.bvar", "title": "Plotting method for Bayesian VARs", "topics": [ "plot.bvar" ] }, { "page": "plot.bvar_fcast", "title": "Plotting method for Bayesian VAR predictions", "topics": [ "plot.bvar_fcast" ] }, { "page": "plot.bvar_irf", "title": "Plotting method for Bayesian VAR impulse responses", "topics": [ "plot.bvar_irf" ] }, { "page": "predict.bvar", "title": "Predict method for Bayesian VARs", "topics": [ "predict.bvar", "predict<-", "summary.bvar_fcast" ] }, { "page": "rmse.bvar", "title": "Model fit in- and out-of-sample", "topics": [ "lps", "lps.bvar", "lps.default", "rmse", "rmse.bvar", "rmse.default" ] }, { "page": "summary.bvar", "title": "Summary method for Bayesian VARs", "topics": [ "summary.bvar" ] }, { "page": "WAIC.bvar", "title": "Widely applicable information criterion (WAIC) for Bayesian VARs", "topics": [ "WAIC", "WAIC.bvar", "WAIC.default" ] } ], "_readme": "https://github.com/nk027/bvar/raw/HEAD/README.md", "_rundeps": [ "mvtnorm" ], "_vignettes": [ { "source": "article.Rnw", "filename": "article.pdf", "title": "BVAR: Bayesian Vector Autoregressions with Hierarchical Prior Selection in R", "engine": "utils::Sweave", "headings": [], "created": "2020-02-16 11:36:32", "modified": "2026-04-27 10:48:25", "commits": 50 } ], "_score": 8.158211222700615, "_indexed": true, "_nocasepkg": "bvar", "_universes": [ "nk027" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.0.5", "date": "2026-05-28T08:03:46.000Z", "distro": "noble", "commit": "f6b282250f576d97143df7522793a259f5a1c267", "fileid": "3f83316ab1a2ac0d808b82dfb002c4efd04acde03dc91964cad3a10da798240e", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/nk027/actions/runs/26562317696" }, { "r": "4.6.0", "os": "linux", "version": "1.0.5", "date": "2026-05-28T08:03:06.000Z", "distro": "noble", "commit": "f6b282250f576d97143df7522793a259f5a1c267", "fileid": "e3771cce837b0566396d1da81bfb2055b58668b224af433c4c90c9413030d67f", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/nk027/actions/runs/26562317696" }, { "r": "4.5.3", "os": "mac", "version": "1.0.5", "date": "2026-05-28T08:02:49.000Z", "commit": "f6b282250f576d97143df7522793a259f5a1c267", "fileid": "4d155f1b8adead213df259f6f8435afce50e2b1d84e32e3b471a4332cd501fad", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/nk027/actions/runs/26562317696" }, { "r": "4.6.0", "os": "mac", "version": "1.0.5", "date": "2026-05-28T08:02:49.000Z", "commit": "f6b282250f576d97143df7522793a259f5a1c267", "fileid": "84f4c0180df05b6df926ef5d37912e073743234c1d56600d162d56bcfec42e5e", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/nk027/actions/runs/26562317696" }, { "r": "4.6.0", "os": "wasm", "version": "1.0.5", "date": "2026-05-28T08:03:16.000Z", "commit": "f6b282250f576d97143df7522793a259f5a1c267", "fileid": "4e3ad56fb0889deb3b0387f51bb244288e1a605dfc98034f3132a41aed2b72d9", "status": "success", "buildurl": "https://github.com/r-universe/nk027/actions/runs/26562317696" }, { "r": "4.7.0", "os": "win", "version": "1.0.5", "date": "2026-05-28T08:02:57.000Z", "commit": "f6b282250f576d97143df7522793a259f5a1c267", "fileid": "fb147d464221cea41cd504e30ad7d3a09072082fb1f1bdccdc02de15e461eaf5", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/nk027/actions/runs/26562317696" }, { "r": "4.5.3", "os": "win", "version": "1.0.5", "date": "2026-05-28T08:02:46.000Z", "commit": "f6b282250f576d97143df7522793a259f5a1c267", "fileid": "7067aeba6c4645a35fe4d9ce718afea1249dd21204d6dd051db4c8c9c6fe1bb1", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/nk027/actions/runs/26562317696" }, { "r": "4.6.0", "os": "win", "version": "1.0.5", "date": "2026-05-28T08:02:41.000Z", "commit": "f6b282250f576d97143df7522793a259f5a1c267", "fileid": "bb302d399c956bb77f5769c2dae671366d79f0e71ca3ed95ca2b156481f38f5d", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/nk027/actions/runs/26562317696" } ] }