bvartools
Bayesian Inference of Vector Autoregressive and Error Correction Models
Description
Assists in the set-up of algorithms for Bayesian inference of vector autoregressive (VAR) and error correction (VEC) models. Functions for posterior simulation, forecasting, impulse response analysis and forecast error variance decomposition are largely based on the introductory texts of Chan, Koop, Poirier and Tobias (2019, ISBN: 9781108437493), Koop and Korobilis (2010) <doi:10.1561/0800000013> and Luetkepohl (2006, ISBN: 9783540262398).
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CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
DESCRIPTION meta-information
Author field differs from that derived from Authors@R Author: ‘Franz X. Mohr [aut, cre] (0009-0003-8890-7781)’ Authors@R: ‘Franz X. Mohr [aut, cre] (ORCiD: 0009-0003-8890-7781)’
DESCRIPTION meta-information
Author field differs from that derived from Authors@R Author: ‘Franz X. Mohr [aut, cre] (0009-0003-8890-7781)’ Authors@R: ‘Franz X. Mohr [aut, cre] (ORCiD: 0009-0003-8890-7781)’
Check History
NOTE 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
DESCRIPTION meta-information
Author field differs from that derived from Authors@R Author: ‘Franz X. Mohr [aut, cre] (0009-0003-8890-7781)’ Authors@R: ‘Franz X. Mohr [aut, cre] (ORCiD: 0009-0003-8890-7781)’
DESCRIPTION meta-information
Author field differs from that derived from Authors@R Author: ‘Franz X. Mohr [aut, cre] (0009-0003-8890-7781)’ Authors@R: ‘Franz X. Mohr [aut, cre] (ORCiD: 0009-0003-8890-7781)’
installed package size
installed size is 22.4Mb
sub-directories of 1Mb or more:
libs 20.9Mb
installed package size
installed size is 23.1Mb
sub-directories of 1Mb or more:
libs 21.5Mb
ERROR 9 OK · 4 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
DESCRIPTION meta-information
Author field differs from that derived from Authors@R Author: ‘Franz X. Mohr [aut, cre] (0009-0003-8890-7781)’ Authors@R: ‘Franz X. Mohr [aut, cre] (ORCiD: 0009-0003-8890-7781)’
DESCRIPTION meta-information
Author field differs from that derived from Authors@R Author: ‘Franz X. Mohr [aut, cre] (0009-0003-8890-7781)’ Authors@R: ‘Franz X. Mohr [aut, cre] (ORCiD: 0009-0003-8890-7781)’
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/bvartools.Rcheck/00install.out' for details.
installed package size
installed size is 22.4Mb
sub-directories of 1Mb or more:
libs 20.9Mb
installed package size
installed size is 23.1Mb
sub-directories of 1Mb or more:
libs 21.5Mb
NOTE 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
DESCRIPTION meta-information
Author field differs from that derived from Authors@R Author: ‘Franz X. Mohr [aut, cre] (0009-0003-8890-7781)’ Authors@R: ‘Franz X. Mohr [aut, cre] (ORCiD: 0009-0003-8890-7781)’
DESCRIPTION meta-information
Author field differs from that derived from Authors@R Author: ‘Franz X. Mohr [aut, cre] (0009-0003-8890-7781)’ Authors@R: ‘Franz X. Mohr [aut, cre] (ORCiD: 0009-0003-8890-7781)’
installed package size
installed size is 22.4Mb
sub-directories of 1Mb or more:
libs 20.9Mb
installed package size
installed size is 23.1Mb
sub-directories of 1Mb or more:
libs 21.5Mb