16c080989d9af10bc3538c7795ac765f *DESCRIPTION
f87249c80fe1929061b4538a1c7c70d4 *LICENSE
8f44d0da8a7658eda75aa728e60cc718 *NAMESPACE
7a59acae5289030a6b6ed7092d6c4bb6 *NEWS.md
7046e4e3b1059c3cdae48ec0f2dc8a62 *R/RcppExports.R
e3f071d40bde4328503c52994b8c6a0b *R/bvar-flat.R
a7ac045fa8c00c0fbd1cc9a9d832e6eb *R/bvar-minnesota.R
8c8407ceff20907554a53b5f17a4710c *R/bvhar-minnesota.R
66bd4510a723d307abd044bbb7a090fc *R/bvhar-package.R
c603a83b33e73fb8eaed9a62148e93ce *R/criteria.R
a71c3907b53fdcdba71379d1963177f6 *R/data.R
d174e1772e42c4f1ecf7daf8e0bb132d *R/forecast.R
2e85e75aa8255c936d3d91805e3de45c *R/generate-process.R
477be3ba39fb549cc44c8d439e298ae0 *R/globals.R
37996d0b37c9ea3ab9bca2d8b19c15e3 *R/hyperparam.R
4657f5b2e307e15bf4ed8dcdd4c858bd *R/irf.R
8d2149bd6e8c1e6992acd56aad2cca05 *R/member.R
efb8963ff74aff3e93f569cd3954fc71 *R/misc-r.R
ca732b8c1b04ad74a9f275b4e656cdcd *R/plot-spillover.R
6af49d4c36ff9a5de1f070ac78bff451 *R/plot.R
f2df0950afc9f46fce18d9403ad79a04 *R/print-bvarflat.R
e33fe5ea44235728661ee6c9b24c14d5 *R/print-bvarmn.R
adbe8237fa1065d4fc2b8f27c5eb9870 *R/print-bvharmn.R
cd2468dd03a4dcf5f48590b47d2e4d92 *R/print-bvharsp.R
5069f2ec74cc5258905ed24f2004e739 *R/print-bvharspec.R
a226d85d19576a4d2b51e08acd82442a *R/print-forecast.R
c8b115c82ba1b3ad368339537b156faa *R/print-irf.R
249a310241dfb198ce511d49f3aa2613 *R/print-spillover.R
ed78a40d796e2c3bfc40d2d5cc645f14 *R/print-summarymniw.R
fa7807acdbe1e2aee95d4b93fd1db45d *R/print-tuning.R
6277c3707192c92edc071c85ddac3e0d *R/print-varlse.R
fba5864129476859679436dd2f2fede9 *R/print-vharlse.R
6bb2796e7eb13da04a28a3fca25de8e5 *R/reexports.R
75e22401e69a388976cfc2402dd7ef21 *R/simulate-param.R
e617b20b42f2b2790b53eff5aacc28d7 *R/spillover.R
b7c0f3d6507d87617841609b12b81ec4 *R/stable-process.R
eb0e248b5ae686e7abd0af7dd80ba97f *R/summary-bayes.R
ac8e7678d8be38b3cf95cc32269d7ff4 *R/summary-forecast.R
23adeaec0bb9afa04cdae4b0d0e51906 *R/summary-sparse.R
c098ae58e18f1db65c4c22d9962d0fd4 *R/summary-varlse.R
e4129e29984eae51c5d82510b940bf85 *R/summary-vharlse.R
3d7eaa539cff33d6a2522c26de2fb18d *R/tuning.R
074c9b61fd8eb5f2c12b838ec6c48316 *R/var-bayes.R
485417eaa217b7d4b771b782d216c7c2 *R/varlse.R
b5cb50c6c60547a3efdcfe8f7f0d1031 *R/vhar-bayes.R
4b0b8ac8219dbc91d6b860cf63af694b *R/vharlse.R
994850466d3e9c17b0680d51a5a4157f *R/zzz.R
39db9b5c4f170e49c67ef924a426ff91 *README.md
76e123f5dcc8dee07678412adc0a2a84 *build/partial.rdb
832b2f3cac4514a73b5de5776878ef74 *build/vignette.rds
c3873698a5d39cb251a25af1a17df7cd *data/etf_vix.rda
d9cf47d35c74e3e8cd9bec6e61d39c40 *data/trading_day.rda
adf3516ce930495e3c037f98ddb8da0e *inst/CITATION
f56bae250c783c86a55e3b08cadb1354 *inst/doc/bvhar.R
3031282af089428f266135d2c3dfa790 *inst/doc/bvhar.Rmd
413853e9efb8d4fa267659fd3bc0aad5 *inst/doc/bvhar.html
586a350bc3f8207f5c3f84a0c984b310 *inst/doc/minnesota.R
bc428d22b48dc800d1f7fe906ad50539 *inst/doc/minnesota.Rmd
0f1e015d6f5aeade3476a4aad5e4db83 *inst/doc/minnesota.html
354f74b823be5f7f0e98ac97107479de *inst/doc/shrinkage.R
49527c56968ef8a102f15ebc83951f03 *inst/doc/shrinkage.Rmd
966bb2d845c6d1282d84dcc2acfbbc9d *inst/doc/shrinkage.html
96219992ec66a7538cb288d4363eafc3 *inst/doc/stochastic-volatility.R
723f3c64350e6b04f32e6d49bc8ca2ec *inst/doc/stochastic-volatility.Rmd
34c56ae762cc0cea2b12fbe0a2f51108 *inst/doc/stochastic-volatility.html
19de75ffc491d953f4759b7144784f95 *inst/include/bvhar/base
279a39bbdbae45ed5090df52941d20e4 *inst/include/bvhar/forecast
fb02c78feee628c7c87cd57635c66973 *inst/include/bvhar/mniw
ec2f8756010a73975edd4eda1a61b7dc *inst/include/bvhar/ols
55b30c4a0219f2c098867f9868adbbaf *inst/include/bvhar/spillover
c26c810749e086296703f36549d228fe *inst/include/bvhar/src/bayes/bayes.h
adce2e550936a4268b29c0b95a9db751 *inst/include/bvhar/src/bayes/dfm/augment.h
d6b2d3192412f81a7fdfcc97fe78b0fb *inst/include/bvhar/src/bayes/dfm/config.h
183b61a0807d08934712a52f2ed6ce2a *inst/include/bvhar/src/bayes/forecaster.h
a927e6a72cb582bc8ab1ee19a96a7904 *inst/include/bvhar/src/bayes/irf.h
32b66537f8cc81f0bfa86d766fe309eb *inst/include/bvhar/src/bayes/misc/coef_helper.h
fcd48e2af066267305474e215f895606 *inst/include/bvhar/src/bayes/misc/dl_helper.h
7dbcb5d1aaf5ad584c2f93d5bdd192b8 *inst/include/bvhar/src/bayes/misc/draw.h
b2a20bb44aa9c420af41a07efb5fc1ed *inst/include/bvhar/src/bayes/misc/factor_helper.h
9c62c3f59b971dfe0392c7b2466bb02b *inst/include/bvhar/src/bayes/misc/gdp_helper.h
d45bd5252535f7977a9a2e2a715a2bd5 *inst/include/bvhar/src/bayes/misc/helper.h
013caa0f1daa8884dd167094502e9f6c *inst/include/bvhar/src/bayes/misc/hs_helper.h
c860b8aa7dd08ade920edb046eb7a201 *inst/include/bvhar/src/bayes/misc/minn_helper.h
bb366014c3f498267a31b63126c03ec3 *inst/include/bvhar/src/bayes/misc/ng_helper.h
832eca1a28495fc2ae2048d77a3a96f7 *inst/include/bvhar/src/bayes/misc/ssvs_helper.h
e224414e3486f692831a8032e1fc35a7 *inst/include/bvhar/src/bayes/misc/sv_helper.h
bb066d904ecdb8ae1e4f33fc846b7594 *inst/include/bvhar/src/bayes/mniw/config.h
241a3901a1a4b0e371a4d4922215f167 *inst/include/bvhar/src/bayes/mniw/forecaster.h
83a7ca0ece86105b25ffa2fb6f084b2d *inst/include/bvhar/src/bayes/mniw/irf.h
26b85053abf373c0d3cacb91c4ddb192 *inst/include/bvhar/src/bayes/mniw/minnesota.h
88daa0324e67217434b42d143eafee8f *inst/include/bvhar/src/bayes/mniw/spillover.h
7953f27dedf48ec9aeb36a2808f496ae *inst/include/bvhar/src/bayes/mniw/tuning.h
fbecefda0b7e6a052c83528e833aa110 *inst/include/bvhar/src/bayes/shrinkage/config.h
52eab0c10fd8a361378ea5bcb7a40683 *inst/include/bvhar/src/bayes/shrinkage/shrinkage.h
8519e0d5819a565a5293851f317fcca4 *inst/include/bvhar/src/bayes/triangular/config.h
17d86959b52089bf25c93f365f909919 *inst/include/bvhar/src/bayes/triangular/forecaster.h
5cc770dd1beeb8532ea7092fc0afbf6d *inst/include/bvhar/src/bayes/triangular/irf.h
2db642b104314572c74b9670f082ae5b *inst/include/bvhar/src/bayes/triangular/regforecaster.h
798759ab410b475de8277e78d2f4120b *inst/include/bvhar/src/bayes/triangular/regspillover.h
6151a90edb5bff4e7084b5b085a7f627 *inst/include/bvhar/src/bayes/triangular/spillover.h
f09f91d4b02b5e14ec2018d3d149d9c7 *inst/include/bvhar/src/bayes/triangular/svforecaster.h
6d933b12313282b8892852327c57ddc3 *inst/include/bvhar/src/bayes/triangular/svspillover.h
986d73add9819a6d187d6d16bed8303c *inst/include/bvhar/src/bayes/triangular/triangular.h
9f5481f76cecc8b88ab22867e1377d21 *inst/include/bvhar/src/core/common.h
841921548cef2dac4a57453d7ae75b21 *inst/include/bvhar/src/core/commoncpp.h
122b721ec157e115f0e0412251760188 *inst/include/bvhar/src/core/commondefs.h
b4f63181ac3f307001688fcaff5436a6 *inst/include/bvhar/src/core/eigen.h
90c1bc1c0e04ac8ef7e3bd58259bc3aa *inst/include/bvhar/src/core/eigen_plugins.h
6dad599806c16fae957a8f02f8f56300 *inst/include/bvhar/src/core/forecaster.h
3c3424071f1d7a531cfb12aad0595aa9 *inst/include/bvhar/src/core/interrupt.h
3eccd46116c4d38e333f86a82e1a9532 *inst/include/bvhar/src/core/irf.h
d6c9646477858ca2161c3776a2f074b7 *inst/include/bvhar/src/core/lbfgspp.h
51a444314bbc244c1d033c859c93aa1b *inst/include/bvhar/src/core/omp.h
4c8827f26711d13a14159736a73b96a0 *inst/include/bvhar/src/core/progress.h
54aa134d678af73b3d7472a4705bab69 *inst/include/bvhar/src/core/spdlog.h
c24590fc27252869f1cdd9a9443075d2 *inst/include/bvhar/src/math/design.h
d466f4265ea29d2a5c28464f00011906 *inst/include/bvhar/src/math/optim.h
85a6a21c36ce02d06b1346d60b74d203 *inst/include/bvhar/src/math/random.h
69d00ebed9df6473b2844235ae2e6687 *inst/include/bvhar/src/math/rng.h
b6d88028f4e0a5bfb0a56c1b3a6c3ac5 *inst/include/bvhar/src/math/structural.h
6f43ba5ddd2e1825876002bb1b15a3f3 *inst/include/bvhar/src/ols/forecaster.h
3783aee30c778d5704817108611e8d1a *inst/include/bvhar/src/ols/irf.h
9a7e776662bee9e52e401705e367173b *inst/include/bvhar/src/ols/ols.h
25b30f75d08f3f8c5ae43f3a1621763e *inst/include/bvhar/src/ols/simulator.h
72fd23f5069b164e248a46fbb8474a72 *inst/include/bvhar/src/ols/spillover.h
1f1fc6136e7f38fcbaecde293f03564a *inst/include/bvhar/triangular
ec7f1189384869f0004b6407c35e959b *inst/include/bvhar/utils
5e9bc825a59c0b921d81c830876172d9 *inst/tests/test-mniw.cpp
bf408e37f613b2c2d467e9969a22f5b7 *inst/tests/test-ols.cpp
d67a4fefd0e47e0575cbddd78bc70ad4 *inst/tests/triangular/includes.h
c0b5a5cae096aa9bc4c3a41b0720ecd3 *inst/tests/triangular/test-cta.cpp
0de3053f5a7bdfe7cddb47fef776547b *inst/tests/triangular/test-ctaforecast.cpp
5e4bfd9ab71bc578485bf6161e04fae8 *man/FPE.Rd
959239ee1c6069fb9df103b6e5629b9b *man/HQ.Rd
e7c830224d8c594129eefd44592d62e2 *man/VARtoVMA.Rd
5504363c2e1f1f46a0d5b4add7fbae46 *man/VHARtoVMA.Rd
4b63e666fbb8bbfea52f1182e742b7b6 *man/alpl.Rd
5cc98de5c70ac5fc4199a955f1ae9d18 *man/autoplot.bvhardynsp.Rd
94c77851b3bc06cea17c4e3b253a4aa3 *man/autoplot.bvharirf.Rd
aca8e047134f47919f36f60fe6e598e2 *man/autoplot.bvharsp.Rd
37fe99c0e4dc8b544778003823eedacf *man/autoplot.normaliw.Rd
567aa4c976d8d35eeb9438ff5108d004 *man/autoplot.predbvhar.Rd
76bca6ab5d1d2d5df1455828e003346f *man/autoplot.summary.bvharsp.Rd
835fe588c77581d82ae488f054c4ca6f *man/autoplot.summary.normaliw.Rd
aec69a7c3fb5e0927c17fdb3c30a4614 *man/bound_bvhar.Rd
24b7950641048766138c61f1dd01305d *man/bvar_flat.Rd
6fffc2b909948510705c66cb6485b7a8 *man/bvar_minnesota.Rd
3f6444d7e0ac4d7cc249f86a3f43bbd5 *man/bvhar-package.Rd
718a399f70b3dbce12c78f8a4ba6cbef *man/bvhar_minnesota.Rd
92579887a031070d042f8bc26774e039 *man/choose_bayes.Rd
8ed0ff02bab04384ac6bc4235da54d4c *man/choose_bvar.Rd
ef9d6f07f3f97b7d540c8ed36b825530 *man/choose_var.Rd
9d17087f9049c026738ce1a629f32b56 *man/coef.Rd
dc1138c00039b6f6b37f196b50d01f54 *man/compute_dic.Rd
d6f165b2eb3fa6d150b4d186a1dc3bd4 *man/compute_logml.Rd
fc6e9915ca73d9a2542babec73d69758 *man/conf_fdr.Rd
3e1df4717d716c42aa8203a3fc9ad32a *man/conf_fnr.Rd
ae97185a66a1cfc6c20109ebea462244 *man/conf_fscore.Rd
43db9649e28675615175f325575d4a20 *man/conf_prec.Rd
7b2502c69a42636a42bbbeb7084f89bb *man/conf_recall.Rd
5f177c177353065cfde8118a8b06c030 *man/confusion.Rd
9014d6e5e88b0ae9e99495f0621a190c *man/divide_ts.Rd
7f6e5406e5334134ac892f582a5a4a25 *man/dynamic_spillover.Rd
65770cdea32411fe1de56f6b7c427400 *man/etf_vix.Rd
cb1e46f469cfbbbde29c8b5113e1d789 *man/figures/lifecycle-archived.svg
c0d2e5a54f1fa4ff02bf9533079dd1f7 *man/figures/lifecycle-defunct.svg
a1b8c987c676c16af790f563f96cbb1f *man/figures/lifecycle-deprecated.svg
c3978703d8f40f2679795335715e98f4 *man/figures/lifecycle-experimental.svg
952b59dc07b171b97d5d982924244f61 *man/figures/lifecycle-maturing.svg
27b879bf3677ea76e3991d56ab324081 *man/figures/lifecycle-questioning.svg
53b3f893324260b737b3c46ed2a0e643 *man/figures/lifecycle-stable.svg
1c1fe7a759b86dc6dbcbe7797ab8246c *man/figures/lifecycle-superseded.svg
6182516f2d5935260ed8e888eb523282 *man/figures/logo.png
5f1c11b34b6e003e7b91f15964796ba3 *man/financial_history_appendix.Rd
ab53a8c311003e22def8eae7a6282137 *man/fitted.Rd
5e9c82b2193d4c1446fe472020421599 *man/forecast_expand.Rd
ff886ff32447ba3382040e6381c064da *man/forecast_roll.Rd
726ddcbe3b4809b8bab50f41f5daed0b *man/fromse.Rd
e77976339615d2fbf5cf23d2294127d5 *man/geom_eval.Rd
a11c834ffee20ac9bb4ff88152eb0f4a *man/gg_loss.Rd
d69927656d7e4658e951e62a3d3b0179 *man/irf.Rd
fb18a372b3f13128da62711738f9652a *man/is.stable.Rd
ce8ec07eccc2cb4fbbd5d7a62a6aab0e *man/mae.Rd
2958cf40dfc6fae5566f8a8a35b957f4 *man/mape.Rd
5b82ae06528978556333ea0d99e2d512 *man/mase.Rd
2f8df1de141e12982072bd4dafccade7 *man/mrae.Rd
9c5a86e46f08be09e54e52b6df34a6f4 *man/mse.Rd
a9564ad495a5e2e5b534f741027b2c9e *man/predict.Rd
be5935f9604eadbd2d8a9fbcc2163912 *man/reexports.Rd
0ceb81906dc3e0b18feac5bab6d36f4a *man/relmae.Rd
18ded872be1acb84e76f79df5a04b0a8 *man/relspne.Rd
c7b63f91108d3aed851e70c43aae8436 *man/residuals.Rd
2d37466552e8269efe3faa17d9ff5c8a *man/rmafe.Rd
4dba6c381f85867be7875f73b6cdcb7f *man/rmape.Rd
d5430f2995a7fc95330429e924ad9e79 *man/rmase.Rd
0c3dfff403e1b191e4b3ad6454a1bd05 *man/rmsfe.Rd
f665626a31ab6308b7f74f1ca42ed183 *man/set_bvar.Rd
1ca42d404be3dfd015f5b767991e4fdd *man/set_dl.Rd
d34fd2ddf857c814bce0582b86fc6e69 *man/set_factor.Rd
6d363e2b476bafef97d4922175f12e87 *man/set_gdp.Rd
107f0bb050b8a301323ec1180f75fa3d *man/set_horseshoe.Rd
5bacea31979360afb63504b1b5d69a9d *man/set_intercept.Rd
5a27cf291ffea5efb729828ddc3e6120 *man/set_lambda.Rd
435ec12e0459da1433029c7b4957cb7f *man/set_ldlt.Rd
98a991f7d57d6103ca886f85612291a9 *man/set_ng.Rd
b1c2c31d24151da3ed653a296c4d9f70 *man/set_ssvs.Rd
a8f915826593dfb9294071be7f5892be *man/sim_iw.Rd
7edac2685c69d330e97a8b89cbe3a530 *man/sim_matgaussian.Rd
4d742c62e01872c072d4ec85c7e8900a *man/sim_mncoef.Rd
bcfb6f00ef0b76b6158effc4221268b6 *man/sim_mniw.Rd
23bcf6c228b283261c4ab1ca0d3f6224 *man/sim_mnormal.Rd
7a7e80f24890048710bc45d4df6f8414 *man/sim_mnvhar_coef.Rd
14f087419d4be8a8d900f68e75534444 *man/sim_mvt.Rd
36c2d56379d15edaea847453b330777b *man/sim_var.Rd
be771e162b8f9bf58d87f35261842450 *man/sim_vhar.Rd
a8ce1d2f6f32efd1d8d640f45afa9ddc *man/spillover.Rd
440947fe5b7c5132c0e19d3c4b8d48b3 *man/spne.Rd
2c1f60025174b68b84611604e5d2a627 *man/stableroot.Rd
5177794b5bfec0040c62571cb6164253 *man/summary.bvharsp.Rd
c8800465cd32032625968228fcf00d58 *man/summary.normaliw.Rd
f58c02efb251404730fba1d6a98805c0 *man/summary.varlse.Rd
2186b5aa32ef915ffcd8ada5d38c9898 *man/summary.vharlse.Rd
068a816a5242409169764b94c747d528 *man/var_bayes.Rd
ea5e5e88adbdd09ece84c6123a791fae *man/var_lm.Rd
1884bc06dc82b720c3b64dc47b5dd393 *man/vhar_bayes.Rd
8a945c3f799725af08dd3c8fd79595d0 *man/vhar_lm.Rd
6447b79821ef17e75a54802cbefc199a *src/Makevars
3d56a8612285a27f4fc9601702ff5757 *src/Makevars.ucrt
6447b79821ef17e75a54802cbefc199a *src/Makevars.win
943d352783f4bf1221e7b8a09e6d02ea *src/RcppExports.cpp
9adea99a8798232ca5d1a9c04505d6a3 *src/mniw.cpp
dc351bbfef4ee8a7eb7bb84e73dcb0fb *src/ols.cpp
c00fe16ec62f6b3fb0aa3835b5ea3da1 *src/triangular.cpp
56029a71239e3b9986400430cecaf3b0 *src/utils.cpp
1e52f41db1144bc330d24cf8a04b3d2b *tests/testthat.R
056f84773164940a076b886ae60406d8 *tests/testthat/test-bvar-flat.R
18a85d18868f7fa824153a9198b4264d *tests/testthat/test-bvar-minnesota.R
a72faf83ff988f76ed95730233999a05 *tests/testthat/test-bvhar-minnesota.R
84604b305439693c2e495aa5b2edaaef *tests/testthat/test-criteria.R
1009321cb2aafac638be6494068275aa *tests/testthat/test-forecast.R
01f0d3bee241883593c229f0f192bbed *tests/testthat/test-generate-process.R
7703c5ab6b075d343c62d305f5dd017d *tests/testthat/test-hyperparam.R
afefa9b799b00f2d421e38d6bfdff2a6 *tests/testthat/test-misc-r.R
0891ffd7b1dc07232b7666eb70177520 *tests/testthat/test-simulate-param.R
998d6af4050637f98cef4c0b7bda0b34 *tests/testthat/test-spillover.R
7e918e9ec438487fb12c003065cde6fc *tests/testthat/test-stable-process.R
cee732164165c796878741c68ad57de2 *tests/testthat/test-summary-forecast.R
03c7ca13c931cb8f7296b7e61d02dd94 *tests/testthat/test-summary-varlse.R
877f4afb52123032a826ef8c4e880e99 *tests/testthat/test-summary-vharlse.R
733df1ad86386128130ccdb225d598f5 *tests/testthat/test-var-bayes.R
c85ad21c4955b4717695b6c59063aa10 *tests/testthat/test-varlse.R
96d8b6c7f21774cd96d55d4203c68dbd *tests/testthat/test-vhar-bayes.R
c7fd7be5e0269fec2fb485968569305e *tests/testthat/test-vharlse.R
c0445adc33b0319b5defec376497a960 *tests/testthat/test-zzz.R
3031282af089428f266135d2c3dfa790 *vignettes/bvhar.Rmd
bc428d22b48dc800d1f7fe906ad50539 *vignettes/minnesota.Rmd
49527c56968ef8a102f15ebc83951f03 *vignettes/shrinkage.Rmd
723f3c64350e6b04f32e6d49bc8ca2ec *vignettes/stochastic-volatility.Rmd
