#bsvars — Public Fediverse posts
Live and recent posts from across the Fediverse tagged #bsvars, aggregated by home.social.
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❤️💛💚 Already this Friday! Tomasz is presenting the newest version of our R package bpvars at the Ghana R Users Conference! ❤️💛💚 The package and the material is great! And the conference looks super interesting! Join us ❤️💛💚
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❤️💛💚 Already this Friday! Tomasz is presenting the newest version of our R package bpvars at the Ghana R Users Conference! ❤️💛💚 The package and the material is great! And the conference looks super interesting! Join us ❤️💛💚
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That's a co-author grade 🐲 Finds a mistake in preliminary code, corrects your C++ code, submits a Pull Request, becomes a contributor! I think we have a paper! Thanks, Fei Shang!
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That's a co-author grade 🐲 Finds a mistake in preliminary code, corrects your C++ code, submits a Pull Request, becomes a contributor! I think we have a paper! Thanks, Fei Shang!
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🌆 verbs are functions in our R packages 🌇 bsvars bsvarSIGNs bpvars bvars 🌆
🌟 specify a model
✨ estimate it
⭐ compute things to interpret
💫 forecast future values
✨ verify hypotheses -
🌆 functions verify test model and data properties in our R packages 🌇 bsvars bsvarSIGNs bpvars bvars 🌆
🌟 verify homoskedasticity
✨ verify normality
⭐ verify restrictions on autoregressive parameters
💫 using Bayes factors -
🌆 function forecast is used to obtain draws from the predictive density in our R packages 🌇 bsvars bsvarSIGNs bpvars bvars 🌆
🌟 Bayesian forecasting with state-of-the-art models
✨ point/density forecasting
⭐ great plots
💫 blazingly fast computations -
🌆 function forecast is used to obtain draws from the predictive density in our R packages 🌇 bsvars bsvarSIGNs bpvars bvars 🌆
🌟 Bayesian forecasting with state-of-the-art models
✨ point/density forecasting
⭐ great plots
💫 blazingly fast computations -
🌟 we use non-centred stochastic volatility for structural VARs
✨ with a prior for variances centred at homoskedasticity with strong shrinkage
💫 verify partial identification of a shock
⭐ efficient estimation and normalisation
💛 great for fiscal policy
💝 the paper behind my R package bsvars -
🌟 we use non-centred stochastic volatility for structural VARs
✨ with a prior for variances centred at homoskedasticity with strong shrinkage
💫 verify partial identification of a shock
⭐ efficient estimation and normalisation
💛 great for fiscal policy
💝 the paper behind my R package bsvars -
⭐ It's official now! ✨ Our latest paper is out in the Journal of Econometrics 💫 https://doi.org/10.1016/j.jeconom.2025.106107
⭐ Partial identification of structural vector autoregressions with non-centred stochastic volatility 💛
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⭐ It's official now! ✨ Our latest paper is out in the Journal of Econometrics 💫 https://doi.org/10.1016/j.jeconom.2025.106107
⭐ Partial identification of structural vector autoregressions with non-centred stochastic volatility 💛
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🌆 use our function compute to process estimation output and obtain posterior draws for quantities of interest 🌆
🌟 impulse responses
✨ forecast variance decomposition
💫 historical decomposition
⭐ structural shocks
💛 fitted values
🌟 conditional sd
💫 regime probabilities -
🌇 verify! 🌆 I forgot about verify! ⭐ how could I forget about verify?! 🌟
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🌇 verify! 🌆 I forgot about verify! ⭐ how could I forget about verify?! 🌟
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🌇 bsvars verbs are commands used for your data analysis using our packages 🌆
🌟 specify a model
✨ estimate it
💫 compute quantities of interest
⭐ forecast -
🌟 our packages come in all colours ✨ exhibit a high level of integration in terms of syntax, workflows, and design ⭐ so they are all easy for you to use 💫 you learn one - you get it all 🌟 and offer a great range of models and applications 🤩
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🌟 our packages come in all colours ✨ exhibit a high level of integration in terms of syntax, workflows, and design ⭐ so they are all easy for you to use 💫 you learn one - you get it all 🌟 and offer a great range of models and applications 🤩
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🖤💙 Our bpvars package includes a range of model specifications!
🖤 they're fantastic for forecasting dynamic panel data
💙 they provide robust basis fitting various data well -
💙🖤 version 2.0 of our R package bpvars for forecasting with Bayesian panel vector autoregressions is out on CRAN! And it's great!
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💘 Interested in estimating Bayesian Vector Autoregressions with Student-t errors and common Stochastic Volatility? Here's the new R package bvars 💘 How good is it?! 💘
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💘 Estimation of state-of-the-art BVARs could not be easier using our new R package bvars 💘
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💘 The HEX logo for the new R package bvars is fully reproducible using R!
Just follow the script at https://github.com/bsvars/hex/tree/main/bvars
Step 1: generate forcasts
Step 2: generate 3D plot
Step 3: generate hexagonal logo -
💘 The HEX logo for the new R package bvars is fully reproducible using R!
Just follow the script at https://github.com/bsvars/hex/tree/main/bvars
Step 1: generate forcasts
Step 2: generate 3D plot
Step 3: generate hexagonal logo -
💘 the new R package bvars includes state-of-the-art forecasting models 🚀
🔭 They are most useful for macroeconomic and financial forecasting!
🤖 the range of models is already great! ...and more to come!
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💘 the new R package bvars includes state-of-the-art forecasting models 🚀
🔭 They are most useful for macroeconomic and financial forecasting!
🤖 the range of models is already great! ...and more to come!
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💘 bvars: Bayesian Forecasting with Large Vector Autoregressions
🌐 https://bsvars.org/bvars/
🌐 https://cran.r-project.org/package=bvars
#bvars #bsvars #rstats #foss -
💘 Our new R package bvars is for Bayesian Forecasting with Large Vector Autoregressions
💘 It's blazingly fast and has just landed on CRAN!
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💘 Hey hey! Our new package written by Rui, Andres and Tomasz has just landed on CRAN!
💘 bvars is the R package for Bayesian Forecasting with Large Vector Autoregressions
💘 It's for state-of-the-art Bayesian VARs and it's blazingly fast!
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💘 Hey hey! Our new package written by Rui, Andres and Tomasz has just landed on CRAN!
💘 bvars is the R package for Bayesian Forecasting with Large Vector Autoregressions
💘 It's for state-of-the-art Bayesian VARs and it's blazingly fast!
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✨Ha! Have a look at that! That's Adam's seminar about the bsvarSIGNs package after winning Di Cook Award for open-source research software for the Statistical Society of Australia! And we discovered it only now! 🌟
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✨Ha! Have a look at that! That's Adam's seminar about the bsvarSIGNs package after winning Di Cook Award for open-source research software for the Statistical Society of Australia! And we discovered it only now! 🌟
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🚀 Aww! It's so good when the promise of open source delivers and when the community starts contributing. Bruno Cavalcante found a small but impossible-to-find-otherwise typo in my R package bsvars 💝 submitted a PR, and it's all fixed now! Thanks, Bruno! ✨ https://github.com/bsvars/bsvars/pull/136
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🚀 Aww! It's so good when the promise of open source delivers and when the community starts contributing. Bruno Cavalcante found a small but impossible-to-find-otherwise typo in my R package bsvars 💝 submitted a PR, and it's all fixed now! Thanks, Bruno! ✨ https://github.com/bsvars/bsvars/pull/136
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💛❤️ Awww It's finally out! Our presentation on bsvars.org design concept in which @adamwang15.bsky.social talks about the main design features for our packages!
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💛❤️ Awww It's finally out! Our presentation on bsvars.org design concept in which @adamwang15.bsky.social talks about the main design features for our packages!
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💖 Our newest working paper is now available on arxiv: https://doi.org/10.48550/arXiv.2603.16035
💝 We propose a new volatility model for structural vector autoregressions!
🎀 And it's great for even more precise estimation, homoskedasticity verification, forecasting, and structural analyses!
❤️💛 AND the models are all implemented in my R package bsvars! Enjoy the reading and fast computations!
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💖 Our newest working paper is now available on arxiv: https://doi.org/10.48550/arXiv.2603.16035
💝 We propose a new volatility model for structural vector autoregressions!
🎀 And it's great for even more precise estimation, homoskedasticity verification, forecasting, and structural analyses!
❤️💛 AND the models are all implemented in my R package bsvars! Enjoy the reading and fast computations!
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We remember about folks inspiring and motivating us! #bsvars #bayesian #macroeconometrics
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We remember about folks inspiring and motivating us! #bsvars #bayesian #macroeconometrics
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✨⭐ Here it comes! A new working paper with fantastic Fei Shang. That's another methodological paper for the R package bsvars! 🩷💛 Just have a look at the abstract! Rest assured we provide solid backing for each of them 🦾💪
More details coming up soon.
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✨⭐ Here it comes! A new working paper with fantastic Fei Shang. That's another methodological paper for the R package bsvars! 🩷💛 Just have a look at the abstract! Rest assured we provide solid backing for each of them 🦾💪
More details coming up soon.
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Hey hey, please join me for my webinar for the International Labour Organization next Wednesday that includes precentation of my R package bpvars 💙🖤
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🌐 Registrations and info: https://www.ilo.org/meetings-and-events/forecasting-labour-market-outcomes-using-bayesian-hierarchical-panel-vars -
⬛🟦⚪ Two years in the making! In a fantastic collaboration with Miguel from the International Labour Organisation! 🖤💙 The 'bpvars' package for Forecasting with Bayesian Panel Vector Autoregressions is out on CRAN! And it's spectacular! Have a look:
https://cran.r-project.org/package=bpvars
#bpvars #bsvars.org #rstats -
❤️ our new package 📦 StealLikeBayes is out on CRAN now!
It's a Compendium of Bayesian Statistical Routines Written in C++
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It feels so good to give a presentation for Forecasting for Social Good 😺😻
Have a look at the slides for my presentation 𝙥𝙧𝙚𝙙𝙞𝙘𝙩𝙞𝙫𝙚 𝙖𝙣𝙖𝙡𝙮𝙨𝙚𝙨 𝙪𝙨𝙞𝙣𝙜 𝙍 𝙥𝙖𝙘𝙠𝙖𝙜𝙚𝙨 𝙗𝙨𝙫𝙖𝙧𝙨 𝙖𝙣𝙙 𝙗𝙨𝙫𝙖𝙧𝙎𝙄𝙂𝙉𝙨 https://bsvars.org/2024-12-F4SG
And thanks so much to everybody who joined! 🩷💛 🖤🩷