mboeck
Do you have loaded the zoo package? It's marked as a dependency in BGVAR and should automatically be loaded when loading the package.
Hi, It seems that BGVAR doesn't find any draws that fulfill the trimming argument. Have you changed the ``eigen`` argument? Do you find draws when you compute the model with...
Do you have installed the compiler g++ on Linux?
That's odd, because this is not something I specify from the BGVAR side.
No, personally I've checked the package only on Windows and Mac machines. Insofar, I am unfortunately only of little help for Linux. But I am happy to help if I...
Yes, there are several packages on which BGVAR relies. In particular, have you installed Rcpp and RcppArmadillo? Thr makevars files usually define which exact C++ should be used. Maybe some...
R's seed is also used from Rcpp, which is nice. Some checks have shown that this is indeed the case. In case, the package should ensure this in the next...
Hi! Thanks for your intereset in the BGVAR. Can you elaborate a bit, what do you mean with editing the Cholesky decomposition? Currently, in the package if you run the...
Hi Laurence, Happy to help. Sure; the ordering in the Cholesky decomposition is directly determined by the order of the variables in the dataset. So, for instance, in the example...
Hi Laurence, I think I don't fully understand your question. If you have a reduced-form VAR process, e.g., $y_t = A y_{t-1} + u_t$ with $u_t \sim N(0,\Sigma)$, then you're...