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bsvarTVPs 0.0.4.9000

  1. Estimation of models with a three-level global-local hierarchical prior shrinkage for the structural and autoregressive matrices
  2. Info regarding the time-varying identification and the hierarchical prior included in the package description
  3. Package description in the progress bar
  4. Estimation of models with homoskedastic structural shocks
  5. Computations of in-sample conditional reduced form second-order moments: covariances, correlations, and standard deviations
  6. Removed cpp dependencies on functions exported from bsvars package
  7. Moved to GitHub Organisation bsvars at github.com/bsvars/bsvarTVPs

bsvarTVPs 0.0.3.9000

  1. Documentation for the estimation functions
  2. Included utility functions in /bsvarTOOLs
  3. Included utility functions in /mcmcTOOLs
  4. Simplified normalisation by developing a method
  5. Utility plots for a ribbon and TVI plots
  6. Changed naming to time-varying identification (TVI)

bsvarTVPs 0.0.2.9000

  1. Included defensive strategies for the Gibbs sampler programming.
  2. Cleaned code for hyper-parameters sampling.

bsvarTVPs 0.0.1.9000

  1. Included source code in cpp.
  2. Some basic R wrappers for the estimation functions.
  3. README.Rmd file included and updated to contain relevant installation info.