Package: MSBVAR
Version: 0.5.0
Date: 2010-08-06
Title: Markov-Switching, Bayesian, Vector Autoregression Models
Author: Patrick T. Brandt <pbrandt@utdallas.edu>
Maintainer: Patrick T. Brandt <pbrandt@utdallas.edu>
Depends: R (>= 2.11.0), KernSmooth, xtable, coda, bit, mvtnorm
Description: Provides methods for estimating frequentist and Bayesian
        Vector Autoregression (VAR) models.  Functions for reduced form
        and structural VAR models are also available. Includes methods
        for the generating posterior inferences for VAR 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 models with
        Markov switching.
LazyLoad: yes
License: GPL (>= 2)
URL: http://www.utdallas.edu/~pbrandt/
Packaged: 2010-08-07 00:04:02 UTC; patrick
Repository: CRAN
Date/Publication: 2010-08-07 07:35:45
Built: R 2.11.1; i386-pc-mingw32; 2011-02-01 06:56:22 UTC; windows
