mfbvar
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ankargren
R package for Mixed-Frequency Bayesian VARs
how to set p_trunc for a MFBVAR model with minnesota prior to find its mdd in "mdd(model, p_trunc = ?)"
Hey Team, I see the package has been pulled from CRAN and I am having a hard time installing it from the archive - any plans to get it back...
I am new using this package and I get this error, and I do not know what is for. I am trying to forecast GDP with 3 monthly variables `mf_dff=window(mf_df,start=c(2000,3),frequency=12)...
Dear Mr. Ankergren, trying to estimate the model with the steady state prior and the csv variance, I get the following error message: `error: chol(): decomposition failed Error in mcmc_ssng_csv(Y[-(1:n_lags),...
Some of the naming of variables is inconsistent and unclear. Needs to be fixed to make code and output more understandable. Will likely cause errors with old code. Will be...
R-level wrapper functions should be streamlined and synchronized so as to minimize repetition of code. Will improve readability and maintenance significantly. Currently in development in the development branch.
Apologies for not being able to provide an example. When trying to estimate a model with a large number of variables (about 20, all differenced for stationarity) 4 lags and...
Would be great to be able to use the same function even with data of all the same frequency. Right now, the estimate_mfbvar function throws an error: prior_obj