bsvars

Bayesian Estimation of Structural Vector Autoregressive Models

v3.2 · Oct 24, 2024 · GPL (>= 3)

Description

Provides fast and efficient procedures for Bayesian analysis of Structural Vector Autoregressions. This package estimates a wide range of models, including homo-, heteroskedastic, and non-normal specifications. Structural models can be identified by adjustable exclusion restrictions, time-varying volatility, or non-normality. They all include a flexible three-level equation-specific local-global hierarchical prior distribution for the estimated level of shrinkage for autoregressive and structural parameters. Additionally, the package facilitates predictive and structural analyses such as impulse responses, forecast error variance and historical decompositions, forecasting, verification of heteroskedasticity, non-normality, and hypotheses on autoregressive parameters, as well as analyses of structural shocks, volatilities, and fitted values. Beautiful plots, informative summary functions, and extensive documentation including the vignette by Woźniak (2024) <doi:10.48550/arXiv.2410.15090> complement all this. The implemented techniques align closely with those presented in Lütkepohl, Shang, Uzeda, & Woźniak (2024) <doi:10.48550/arXiv.2404.11057>, Lütkepohl & Woźniak (2020) <doi:10.1016/j.jedc.2020.103862>, and Song & Woźniak (2021) <doi:10.1093/acrefore/9780190625979.013.174>. The 'bsvars' package is aligned regarding objects, workflows, and code structure with the R package 'bsvarSIGNs' by Wang & Woźniak (2024) <doi:10.32614/CRAN.package.bsvarSIGNs>, and they constitute an integrated toolset.

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9 NOTE

1 OK

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Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	WARNING	426.5s
r-devel-linux-x86_64-debian-gcc	WARNING	321.2s
r-devel-linux-x86_64-fedora-clang	NOTE	599s
r-devel-linux-x86_64-fedora-gcc	NOTE	747s
r-devel-macos-arm64	NOTE	126s
r-devel-windows-x86_64	NOTE	539s
r-oldrel-macos-arm64	NOTE
r-oldrel-macos-x86_64	NOTE	329s
r-oldrel-windows-x86_64	OK	573s
r-patched-linux-x86_64	WARNING	417.9s
r-release-linux-x86_64	WARNING	374s
r-release-macos-arm64	NOTE
r-release-macos-x86_64	NOTE	415s
r-release-windows-x86_64	NOTE	495s

Check details (17 non-OK)

NOTE r-devel-linux-x86_64-debian-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMIX.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMSH.Rd’
    ‘compute_conditional_sd.PosteriorBSVARSV.Rd’
    ‘compute_conditional_sd.PosteriorBSVART.Rd’
    ‘compute_conditional_sd.Rd’ ‘compute_fitted_values.PosteriorBSVAR.Rd’
    ‘compute_fitted_values.PosteriorBSVARMIX.Rd’
    ‘compute_fitted_values.PosteriorBSVARMSH.Rd’
    ‘compute_fitted_values.PosteriorBSVARSV.Rd’
    ‘compute_fitted_values.PosteriorBSVART.Rd’ ‘compute_fitted_values.Rd’
    ‘compute_historical_decompositions.PosteriorBSVAR.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMIX.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMSH.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARSV.Rd’
    ‘compute_historical_decompositions.Posteri
...[truncated]...
mary.PosteriorIR.Rd’ ‘summary.PosteriorRegimePr.Rd’
    ‘summary.PosteriorShocks.Rd’ ‘summary.PosteriorSigma.Rd’
    ‘summary.SDDRautoregression.Rd’ ‘summary.SDDRidMIX.Rd’
    ‘summary.SDDRidMSH.Rd’ ‘summary.SDDRidSV.Rd’ ‘summary.SDDRidT.Rd’
    ‘summary.SDDRvolatility.Rd’ ‘verify_autoregression.PosteriorBSVAR.Rd’
    ‘verify_autoregression.PosteriorBSVARMIX.Rd’
    ‘verify_autoregression.PosteriorBSVARMSH.Rd’
    ‘verify_autoregression.PosteriorBSVARSV.Rd’
    ‘verify_autoregression.PosteriorBSVART.Rd’ ‘verify_autoregression.Rd’
    ‘verify_identification.PosteriorBSVAR.Rd’
    ‘verify_identification.PosteriorBSVARMIX.Rd’
    ‘verify_identification.PosteriorBSVARMSH.Rd’
    ‘verify_identification.PosteriorBSVARSV.Rd’
    ‘verify_identification.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

WARNING r-devel-linux-x86_64-debian-clang

sizes of PDF files under ‘inst/doc’

‘gs+qpdf’ made some significant size reductions:
     compacted ‘bsvars_vignette.pdf’ from 721Kb to 468Kb
  consider running tools::compactPDF(gs_quality = "ebook") on these files,
  or build the source package with --compact-vignettes=both

NOTE r-devel-linux-x86_64-debian-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMIX.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMSH.Rd’
    ‘compute_conditional_sd.PosteriorBSVARSV.Rd’
    ‘compute_conditional_sd.PosteriorBSVART.Rd’
    ‘compute_conditional_sd.Rd’ ‘compute_fitted_values.PosteriorBSVAR.Rd’
    ‘compute_fitted_values.PosteriorBSVARMIX.Rd’
    ‘compute_fitted_values.PosteriorBSVARMSH.Rd’
    ‘compute_fitted_values.PosteriorBSVARSV.Rd’
    ‘compute_fitted_values.PosteriorBSVART.Rd’ ‘compute_fitted_values.Rd’
    ‘compute_historical_decompositions.PosteriorBSVAR.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMIX.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMSH.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARSV.Rd’
    ‘compute_historical_decompositions.Posteri
...[truncated]...
mary.PosteriorIR.Rd’ ‘summary.PosteriorRegimePr.Rd’
    ‘summary.PosteriorShocks.Rd’ ‘summary.PosteriorSigma.Rd’
    ‘summary.SDDRautoregression.Rd’ ‘summary.SDDRidMIX.Rd’
    ‘summary.SDDRidMSH.Rd’ ‘summary.SDDRidSV.Rd’ ‘summary.SDDRidT.Rd’
    ‘summary.SDDRvolatility.Rd’ ‘verify_autoregression.PosteriorBSVAR.Rd’
    ‘verify_autoregression.PosteriorBSVARMIX.Rd’
    ‘verify_autoregression.PosteriorBSVARMSH.Rd’
    ‘verify_autoregression.PosteriorBSVARSV.Rd’
    ‘verify_autoregression.PosteriorBSVART.Rd’ ‘verify_autoregression.Rd’
    ‘verify_identification.PosteriorBSVAR.Rd’
    ‘verify_identification.PosteriorBSVARMIX.Rd’
    ‘verify_identification.PosteriorBSVARMSH.Rd’
    ‘verify_identification.PosteriorBSVARSV.Rd’
    ‘verify_identification.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

WARNING r-devel-linux-x86_64-debian-gcc

sizes of PDF files under ‘inst/doc’

‘gs+qpdf’ made some significant size reductions:
     compacted ‘bsvars_vignette.pdf’ from 721Kb to 468Kb
  consider running tools::compactPDF(gs_quality = "ebook") on these files,
  or build the source package with --compact-vignettes=both

NOTE r-devel-linux-x86_64-fedora-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMIX.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMSH.Rd’
    ‘compute_conditional_sd.PosteriorBSVARSV.Rd’
    ‘compute_conditional_sd.PosteriorBSVART.Rd’
    ‘compute_conditional_sd.Rd’ ‘compute_fitted_values.PosteriorBSVAR.Rd’
    ‘compute_fitted_values.PosteriorBSVARMIX.Rd’
    ‘compute_fitted_values.PosteriorBSVARMSH.Rd’
    ‘compute_fitted_values.PosteriorBSVARSV.Rd’
    ‘compute_fitted_values.PosteriorBSVART.Rd’ ‘compute_fitted_values.Rd’
    ‘compute_historical_decompositions.PosteriorBSVAR.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMIX.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMSH.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARSV.Rd’
    ‘compute_historical_decompositions.Posteri
...[truncated]...
mary.PosteriorIR.Rd’ ‘summary.PosteriorRegimePr.Rd’
    ‘summary.PosteriorShocks.Rd’ ‘summary.PosteriorSigma.Rd’
    ‘summary.SDDRautoregression.Rd’ ‘summary.SDDRidMIX.Rd’
    ‘summary.SDDRidMSH.Rd’ ‘summary.SDDRidSV.Rd’ ‘summary.SDDRidT.Rd’
    ‘summary.SDDRvolatility.Rd’ ‘verify_autoregression.PosteriorBSVAR.Rd’
    ‘verify_autoregression.PosteriorBSVARMIX.Rd’
    ‘verify_autoregression.PosteriorBSVARMSH.Rd’
    ‘verify_autoregression.PosteriorBSVARSV.Rd’
    ‘verify_autoregression.PosteriorBSVART.Rd’ ‘verify_autoregression.Rd’
    ‘verify_identification.PosteriorBSVAR.Rd’
    ‘verify_identification.PosteriorBSVARMIX.Rd’
    ‘verify_identification.PosteriorBSVARMSH.Rd’
    ‘verify_identification.PosteriorBSVARSV.Rd’
    ‘verify_identification.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-devel-linux-x86_64-fedora-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMIX.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMSH.Rd’
    ‘compute_conditional_sd.PosteriorBSVARSV.Rd’
    ‘compute_conditional_sd.PosteriorBSVART.Rd’
    ‘compute_conditional_sd.Rd’ ‘compute_fitted_values.PosteriorBSVAR.Rd’
    ‘compute_fitted_values.PosteriorBSVARMIX.Rd’
    ‘compute_fitted_values.PosteriorBSVARMSH.Rd’
    ‘compute_fitted_values.PosteriorBSVARSV.Rd’
    ‘compute_fitted_values.PosteriorBSVART.Rd’ ‘compute_fitted_values.Rd’
    ‘compute_historical_decompositions.PosteriorBSVAR.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMIX.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMSH.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARSV.Rd’
    ‘compute_historical_decompositions.Posteri
...[truncated]...
mary.PosteriorIR.Rd’ ‘summary.PosteriorRegimePr.Rd’
    ‘summary.PosteriorShocks.Rd’ ‘summary.PosteriorSigma.Rd’
    ‘summary.SDDRautoregression.Rd’ ‘summary.SDDRidMIX.Rd’
    ‘summary.SDDRidMSH.Rd’ ‘summary.SDDRidSV.Rd’ ‘summary.SDDRidT.Rd’
    ‘summary.SDDRvolatility.Rd’ ‘verify_autoregression.PosteriorBSVAR.Rd’
    ‘verify_autoregression.PosteriorBSVARMIX.Rd’
    ‘verify_autoregression.PosteriorBSVARMSH.Rd’
    ‘verify_autoregression.PosteriorBSVARSV.Rd’
    ‘verify_autoregression.PosteriorBSVART.Rd’ ‘verify_autoregression.Rd’
    ‘verify_identification.PosteriorBSVAR.Rd’
    ‘verify_identification.PosteriorBSVARMIX.Rd’
    ‘verify_identification.PosteriorBSVARMSH.Rd’
    ‘verify_identification.PosteriorBSVARSV.Rd’
    ‘verify_identification.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-devel-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMIX.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMSH.Rd’
    ‘compute_conditional_sd.PosteriorBSVARSV.Rd’
    ‘compute_conditional_sd.PosteriorBSVART.Rd’
    ‘compute_conditional_sd.Rd’ ‘compute_fitted_values.PosteriorBSVAR.Rd’
    ‘compute_fitted_values.PosteriorBSVARMIX.Rd’
    ‘compute_fitted_values.PosteriorBSVARMSH.Rd’
    ‘compute_fitted_values.PosteriorBSVARSV.Rd’
    ‘compute_fitted_values.PosteriorBSVART.Rd’ ‘compute_fitted_values.Rd’
    ‘compute_historical_decompositions.PosteriorBSVAR.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMIX.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMSH.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARSV.Rd’
    ‘compute_historical_decompositions.Posteri
...[truncated]...
mary.PosteriorIR.Rd’ ‘summary.PosteriorRegimePr.Rd’
    ‘summary.PosteriorShocks.Rd’ ‘summary.PosteriorSigma.Rd’
    ‘summary.SDDRautoregression.Rd’ ‘summary.SDDRidMIX.Rd’
    ‘summary.SDDRidMSH.Rd’ ‘summary.SDDRidSV.Rd’ ‘summary.SDDRidT.Rd’
    ‘summary.SDDRvolatility.Rd’ ‘verify_autoregression.PosteriorBSVAR.Rd’
    ‘verify_autoregression.PosteriorBSVARMIX.Rd’
    ‘verify_autoregression.PosteriorBSVARMSH.Rd’
    ‘verify_autoregression.PosteriorBSVARSV.Rd’
    ‘verify_autoregression.PosteriorBSVART.Rd’ ‘verify_autoregression.Rd’
    ‘verify_identification.PosteriorBSVAR.Rd’
    ‘verify_identification.PosteriorBSVARMIX.Rd’
    ‘verify_identification.PosteriorBSVARMSH.Rd’
    ‘verify_identification.PosteriorBSVARSV.Rd’
    ‘verify_identification.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-devel-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'bsvars-package.Rd' 'compute_conditional_sd.PosteriorBSVAR.Rd'
    'compute_conditional_sd.PosteriorBSVARMIX.Rd'
    'compute_conditional_sd.PosteriorBSVARMSH.Rd'
    'compute_conditional_sd.PosteriorBSVARSV.Rd'
    'compute_conditional_sd.PosteriorBSVART.Rd'
    'compute_conditional_sd.Rd' 'compute_fitted_values.PosteriorBSVAR.Rd'
    'compute_fitted_values.PosteriorBSVARMIX.Rd'
    'compute_fitted_values.PosteriorBSVARMSH.Rd'
    'compute_fitted_values.PosteriorBSVARSV.Rd'
    'compute_fitted_values.PosteriorBSVART.Rd' 'compute_fitted_values.Rd'
    'compute_historical_decompositions.PosteriorBSVAR.Rd'
    'compute_historical_decompositions.PosteriorBSVARMIX.Rd'
    'compute_historical_decompositions.PosteriorBSVARMSH.Rd'
    'compute_historical_decompositions.PosteriorBSVARSV.Rd'
    'compute_historical_decompositions.Posteri
...[truncated]...
mary.PosteriorIR.Rd' 'summary.PosteriorRegimePr.Rd'
    'summary.PosteriorShocks.Rd' 'summary.PosteriorSigma.Rd'
    'summary.SDDRautoregression.Rd' 'summary.SDDRidMIX.Rd'
    'summary.SDDRidMSH.Rd' 'summary.SDDRidSV.Rd' 'summary.SDDRidT.Rd'
    'summary.SDDRvolatility.Rd' 'verify_autoregression.PosteriorBSVAR.Rd'
    'verify_autoregression.PosteriorBSVARMIX.Rd'
    'verify_autoregression.PosteriorBSVARMSH.Rd'
    'verify_autoregression.PosteriorBSVARSV.Rd'
    'verify_autoregression.PosteriorBSVART.Rd' 'verify_autoregression.Rd'
    'verify_identification.PosteriorBSVAR.Rd'
    'verify_identification.PosteriorBSVARMIX.Rd'
    'verify_identification.PosteriorBSVARMSH.Rd'
    'verify_identification.PosteriorBSVARSV.Rd'
    'verify_identification.PosteriorBSVART.Rd' 'verify_identification.Rd'
    'verify_volatility.PosteriorBSVAR.Rd'
    'verify_volatility.PosteriorBSVARMIX.Rd'
    'verify_volatility.PosteriorBSVARMSH.Rd'
    'verify_volatility.PosteriorBSVARSV.Rd' 'verify_volatility.Rd'

NOTE r-oldrel-macos-arm64

installed package size

installed size is 15.6Mb
  sub-directories of 1Mb or more:
    libs  13.3Mb

NOTE r-oldrel-macos-x86_64

installed package size

installed size is 15.6Mb
  sub-directories of 1Mb or more:
    libs  13.3Mb

NOTE r-patched-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMIX.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMSH.Rd’
    ‘compute_conditional_sd.PosteriorBSVARSV.Rd’
    ‘compute_conditional_sd.PosteriorBSVART.Rd’
    ‘compute_conditional_sd.Rd’ ‘compute_fitted_values.PosteriorBSVAR.Rd’
    ‘compute_fitted_values.PosteriorBSVARMIX.Rd’
    ‘compute_fitted_values.PosteriorBSVARMSH.Rd’
    ‘compute_fitted_values.PosteriorBSVARSV.Rd’
    ‘compute_fitted_values.PosteriorBSVART.Rd’ ‘compute_fitted_values.Rd’
    ‘compute_historical_decompositions.PosteriorBSVAR.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMIX.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMSH.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARSV.Rd’
    ‘compute_historical_decompositions.Posteri
...[truncated]...
mary.PosteriorIR.Rd’ ‘summary.PosteriorRegimePr.Rd’
    ‘summary.PosteriorShocks.Rd’ ‘summary.PosteriorSigma.Rd’
    ‘summary.SDDRautoregression.Rd’ ‘summary.SDDRidMIX.Rd’
    ‘summary.SDDRidMSH.Rd’ ‘summary.SDDRidSV.Rd’ ‘summary.SDDRidT.Rd’
    ‘summary.SDDRvolatility.Rd’ ‘verify_autoregression.PosteriorBSVAR.Rd’
    ‘verify_autoregression.PosteriorBSVARMIX.Rd’
    ‘verify_autoregression.PosteriorBSVARMSH.Rd’
    ‘verify_autoregression.PosteriorBSVARSV.Rd’
    ‘verify_autoregression.PosteriorBSVART.Rd’ ‘verify_autoregression.Rd’
    ‘verify_identification.PosteriorBSVAR.Rd’
    ‘verify_identification.PosteriorBSVARMIX.Rd’
    ‘verify_identification.PosteriorBSVARMSH.Rd’
    ‘verify_identification.PosteriorBSVARSV.Rd’
    ‘verify_identification.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

WARNING r-patched-linux-x86_64

sizes of PDF files under ‘inst/doc’

‘gs+qpdf’ made some significant size reductions:
     compacted ‘bsvars_vignette.pdf’ from 721Kb to 468Kb
  consider running tools::compactPDF(gs_quality = "ebook") on these files,
  or build the source package with --compact-vignettes=both

NOTE r-release-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMIX.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMSH.Rd’
    ‘compute_conditional_sd.PosteriorBSVARSV.Rd’
    ‘compute_conditional_sd.PosteriorBSVART.Rd’
    ‘compute_conditional_sd.Rd’ ‘compute_fitted_values.PosteriorBSVAR.Rd’
    ‘compute_fitted_values.PosteriorBSVARMIX.Rd’
    ‘compute_fitted_values.PosteriorBSVARMSH.Rd’
    ‘compute_fitted_values.PosteriorBSVARSV.Rd’
    ‘compute_fitted_values.PosteriorBSVART.Rd’ ‘compute_fitted_values.Rd’
    ‘compute_historical_decompositions.PosteriorBSVAR.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMIX.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMSH.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARSV.Rd’
    ‘compute_historical_decompositions.Posteri
...[truncated]...
mary.PosteriorIR.Rd’ ‘summary.PosteriorRegimePr.Rd’
    ‘summary.PosteriorShocks.Rd’ ‘summary.PosteriorSigma.Rd’
    ‘summary.SDDRautoregression.Rd’ ‘summary.SDDRidMIX.Rd’
    ‘summary.SDDRidMSH.Rd’ ‘summary.SDDRidSV.Rd’ ‘summary.SDDRidT.Rd’
    ‘summary.SDDRvolatility.Rd’ ‘verify_autoregression.PosteriorBSVAR.Rd’
    ‘verify_autoregression.PosteriorBSVARMIX.Rd’
    ‘verify_autoregression.PosteriorBSVARMSH.Rd’
    ‘verify_autoregression.PosteriorBSVARSV.Rd’
    ‘verify_autoregression.PosteriorBSVART.Rd’ ‘verify_autoregression.Rd’
    ‘verify_identification.PosteriorBSVAR.Rd’
    ‘verify_identification.PosteriorBSVARMIX.Rd’
    ‘verify_identification.PosteriorBSVARMSH.Rd’
    ‘verify_identification.PosteriorBSVARSV.Rd’
    ‘verify_identification.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

WARNING r-release-linux-x86_64

sizes of PDF files under ‘inst/doc’

‘gs+qpdf’ made some significant size reductions:
     compacted ‘bsvars_vignette.pdf’ from 721Kb to 468Kb
  consider running tools::compactPDF(gs_quality = "ebook") on these files,
  or build the source package with --compact-vignettes=both

NOTE r-release-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMIX.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMSH.Rd’
    ‘compute_conditional_sd.PosteriorBSVARSV.Rd’
    ‘compute_conditional_sd.PosteriorBSVART.Rd’
    ‘compute_conditional_sd.Rd’ ‘compute_fitted_values.PosteriorBSVAR.Rd’
    ‘compute_fitted_values.PosteriorBSVARMIX.Rd’
    ‘compute_fitted_values.PosteriorBSVARMSH.Rd’
    ‘compute_fitted_values.PosteriorBSVARSV.Rd’
    ‘compute_fitted_values.PosteriorBSVART.Rd’ ‘compute_fitted_values.Rd’
    ‘compute_historical_decompositions.PosteriorBSVAR.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMIX.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMSH.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARSV.Rd’
    ‘compute_historical_decompositions.Posteri
...[truncated]...
mary.PosteriorIR.Rd’ ‘summary.PosteriorRegimePr.Rd’
    ‘summary.PosteriorShocks.Rd’ ‘summary.PosteriorSigma.Rd’
    ‘summary.SDDRautoregression.Rd’ ‘summary.SDDRidMIX.Rd’
    ‘summary.SDDRidMSH.Rd’ ‘summary.SDDRidSV.Rd’ ‘summary.SDDRidT.Rd’
    ‘summary.SDDRvolatility.Rd’ ‘verify_autoregression.PosteriorBSVAR.Rd’
    ‘verify_autoregression.PosteriorBSVARMIX.Rd’
    ‘verify_autoregression.PosteriorBSVARMSH.Rd’
    ‘verify_autoregression.PosteriorBSVARSV.Rd’
    ‘verify_autoregression.PosteriorBSVART.Rd’ ‘verify_autoregression.Rd’
    ‘verify_identification.PosteriorBSVAR.Rd’
    ‘verify_identification.PosteriorBSVARMIX.Rd’
    ‘verify_identification.PosteriorBSVARMSH.Rd’
    ‘verify_identification.PosteriorBSVARSV.Rd’
    ‘verify_identification.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-release-macos-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMIX.Rd’
    ‘compute_conditional_sd.PosteriorBSVARMSH.Rd’
    ‘compute_conditional_sd.PosteriorBSVARSV.Rd’
    ‘compute_conditional_sd.PosteriorBSVART.Rd’
    ‘compute_conditional_sd.Rd’ ‘compute_fitted_values.PosteriorBSVAR.Rd’
    ‘compute_fitted_values.PosteriorBSVARMIX.Rd’
    ‘compute_fitted_values.PosteriorBSVARMSH.Rd’
    ‘compute_fitted_values.PosteriorBSVARSV.Rd’
    ‘compute_fitted_values.PosteriorBSVART.Rd’ ‘compute_fitted_values.Rd’
    ‘compute_historical_decompositions.PosteriorBSVAR.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMIX.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARMSH.Rd’
    ‘compute_historical_decompositions.PosteriorBSVARSV.Rd’
    ‘compute_historical_decompositions.Posteri
...[truncated]...
mary.PosteriorIR.Rd’ ‘summary.PosteriorRegimePr.Rd’
    ‘summary.PosteriorShocks.Rd’ ‘summary.PosteriorSigma.Rd’
    ‘summary.SDDRautoregression.Rd’ ‘summary.SDDRidMIX.Rd’
    ‘summary.SDDRidMSH.Rd’ ‘summary.SDDRidSV.Rd’ ‘summary.SDDRidT.Rd’
    ‘summary.SDDRvolatility.Rd’ ‘verify_autoregression.PosteriorBSVAR.Rd’
    ‘verify_autoregression.PosteriorBSVARMIX.Rd’
    ‘verify_autoregression.PosteriorBSVARMSH.Rd’
    ‘verify_autoregression.PosteriorBSVARSV.Rd’
    ‘verify_autoregression.PosteriorBSVART.Rd’ ‘verify_autoregression.Rd’
    ‘verify_identification.PosteriorBSVAR.Rd’
    ‘verify_identification.PosteriorBSVARMIX.Rd’
    ‘verify_identification.PosteriorBSVARMSH.Rd’
    ‘verify_identification.PosteriorBSVARSV.Rd’
    ‘verify_identification.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-release-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'bsvars-package.Rd' 'compute_conditional_sd.PosteriorBSVAR.Rd'
    'compute_conditional_sd.PosteriorBSVARMIX.Rd'
    'compute_conditional_sd.PosteriorBSVARMSH.Rd'
    'compute_conditional_sd.PosteriorBSVARSV.Rd'
    'compute_conditional_sd.PosteriorBSVART.Rd'
    'compute_conditional_sd.Rd' 'compute_fitted_values.PosteriorBSVAR.Rd'
    'compute_fitted_values.PosteriorBSVARMIX.Rd'
    'compute_fitted_values.PosteriorBSVARMSH.Rd'
    'compute_fitted_values.PosteriorBSVARSV.Rd'
    'compute_fitted_values.PosteriorBSVART.Rd' 'compute_fitted_values.Rd'
    'compute_historical_decompositions.PosteriorBSVAR.Rd'
    'compute_historical_decompositions.PosteriorBSVARMIX.Rd'
    'compute_historical_decompositions.PosteriorBSVARMSH.Rd'
    'compute_historical_decompositions.PosteriorBSVARSV.Rd'
    'compute_historical_decompositions.Posteri
...[truncated]...
mary.PosteriorIR.Rd' 'summary.PosteriorRegimePr.Rd'
    'summary.PosteriorShocks.Rd' 'summary.PosteriorSigma.Rd'
    'summary.SDDRautoregression.Rd' 'summary.SDDRidMIX.Rd'
    'summary.SDDRidMSH.Rd' 'summary.SDDRidSV.Rd' 'summary.SDDRidT.Rd'
    'summary.SDDRvolatility.Rd' 'verify_autoregression.PosteriorBSVAR.Rd'
    'verify_autoregression.PosteriorBSVARMIX.Rd'
    'verify_autoregression.PosteriorBSVARMSH.Rd'
    'verify_autoregression.PosteriorBSVARSV.Rd'
    'verify_autoregression.PosteriorBSVART.Rd' 'verify_autoregression.Rd'
    'verify_identification.PosteriorBSVAR.Rd'
    'verify_identification.PosteriorBSVARMIX.Rd'
    'verify_identification.PosteriorBSVARMSH.Rd'
    'verify_identification.PosteriorBSVARSV.Rd'
    'verify_identification.PosteriorBSVART.Rd' 'verify_identification.Rd'
    'verify_volatility.PosteriorBSVAR.Rd'
    'verify_volatility.PosteriorBSVARMIX.Rd'
    'verify_volatility.PosteriorBSVARMSH.Rd'
    'verify_volatility.PosteriorBSVARSV.Rd' 'verify_volatility.Rd'

Check History

WARNING 1 OK · 12 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE Mar 28, 2026

NOTE r-devel-linux-x86_64-debian-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

WARNING r-devel-linux-x86_64-debian-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-devel-linux-x86_64-fedora-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-devel-linux-x86_64-fedora-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-devel-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-devel-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'bsvars-package.Rd' 'compute_conditional_sd.PosteriorBSVAR.Rd'
    'compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd' 'verify_identification.Rd'
    'verify_volatility.PosteriorBSVAR.Rd'
    'verify_volatility.PosteriorBSVARMIX.Rd'
    'verify_volatility.PosteriorBSVARMSH.Rd'
    'verify_volatility.PosteriorBSVARSV.Rd' 'verify_volatility.Rd'

NOTE r-patched-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-release-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-release-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-release-macos-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-release-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'bsvars-package.Rd' 'compute_conditional_sd.PosteriorBSVAR.Rd'
    'compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd' 'verify_identification.Rd'
    'verify_volatility.PosteriorBSVAR.Rd'
    'verify_volatility.PosteriorBSVARMIX.Rd'
    'verify_volatility.PosteriorBSVARMSH.Rd'
    'verify_volatility.PosteriorBSVARSV.Rd' 'verify_volatility.Rd'

NOTE r-oldrel-macos-arm64

installed package size

installed size is 15.6Mb
  sub-directories of 1Mb or more:
    libs  13.3Mb

NOTE r-oldrel-macos-x86_64

installed package size

installed size is 15.6Mb
  sub-directories of 1Mb or more:
    libs  13.3Mb

NOTE 1 OK · 13 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

NOTE r-devel-linux-x86_64-debian-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-devel-linux-x86_64-debian-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-devel-linux-x86_64-fedora-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-devel-linux-x86_64-fedora-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-devel-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-devel-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'bsvars-package.Rd' 'compute_conditional_sd.PosteriorBSVAR.Rd'
    'compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd' 'verify_identification.Rd'
    'verify_volatility.PosteriorBSVAR.Rd'
    'verify_volatility.PosteriorBSVARMIX.Rd'
    'verify_volatility.PosteriorBSVARMSH.Rd'
    'verify_volatility.PosteriorBSVARSV.Rd' 'verify_volatility.Rd'

NOTE r-patched-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-release-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-release-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-release-macos-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘bsvars-package.Rd’ ‘compute_conditional_sd.PosteriorBSVAR.Rd’
    ‘compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd’ ‘verify_identification.Rd’
    ‘verify_volatility.PosteriorBSVAR.Rd’
    ‘verify_volatility.PosteriorBSVARMIX.Rd’
    ‘verify_volatility.PosteriorBSVARMSH.Rd’
    ‘verify_volatility.PosteriorBSVARSV.Rd’ ‘verify_volatility.Rd’

NOTE r-release-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'bsvars-package.Rd' 'compute_conditional_sd.PosteriorBSVAR.Rd'
    'compute_conditional_sd
...[truncated]...
tion.PosteriorBSVART.Rd' 'verify_identification.Rd'
    'verify_volatility.PosteriorBSVAR.Rd'
    'verify_volatility.PosteriorBSVARMIX.Rd'
    'verify_volatility.PosteriorBSVARMSH.Rd'
    'verify_volatility.PosteriorBSVARSV.Rd' 'verify_volatility.Rd'

NOTE r-oldrel-macos-arm64

installed package size

installed size is 15.6Mb
  sub-directories of 1Mb or more:
    libs  13.3Mb

NOTE r-oldrel-macos-x86_64

installed package size

installed size is 15.6Mb
  sub-directories of 1Mb or more:
    libs  13.3Mb

Reverse Dependencies (3)

depends

bpvars bsvarSIGNs

linking_to

bpvars bsvarSIGNs

suggests

APRScenario

Dependency Network

Version History

new 3.2 Mar 10, 2026

updated 3.2 ← 3.1 diff Oct 23, 2024

updated 3.1 ← 3.0.1 diff Jul 13, 2024

updated 3.0.1 ← 3.0 diff Jun 27, 2024

updated 3.0 ← 2.1.0 diff Jun 18, 2024

updated 2.1.0 ← 2.0.0 diff Dec 10, 2023

updated 2.0.0 ← 1.0.0 diff Oct 23, 2023

new 1.0.0 Aug 31, 2022

Maintainer

Tomasz Woźniak

Dependencies

Depends

R (>= 3.5.0)

Imports

Rcpp (>= 1.0.7) RcppProgress (>= 0.1) RcppTN GIGrvg R6 stochvol

Suggests

knitr tinytest

Compilation

Needs compilation

First Published

Aug 31, 2022

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