#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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❤️💛💚 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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❤️💛💚 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 -
🌆 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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⭐ 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!
-
💘 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!
-
💘 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