A02mcmc

 $N2 x$ number of free parameters in A(0) MCMC Gibbs
    sample object for the B-SVAR model $A(0)$
    from <code><a rd-options="" href="/link/gibbs.A0?package=MSBVAR&version=0.9-2" data-mini-rdoc="MSBVAR::gibbs.A0">gibbs.A0</a></code>.  This matrix is a column major to row
    major version of A(0) that can be used to diagnose covergence and
    summarize the elements of A(0)


  Converts A0 objects from <code>gibbs.A0.BSVAR</code> into
  <code>mcmc</code> objects for analysis with <code>coda</code>


 models

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.

A02mcmc: Converts A0 objects to coda MCMC objects

Description

Usage

Arguments

Value

Details

See Also