bvars-package           Bayesian Forecasting with Large Vector
                        Autoregressions
compute_fitted_values.PosteriorBVAR
                        Computes posterior draws from data predictive
                        density
compute_shocks          Computes posterior draws of shocks
compute_shocks.PosteriorBVAR
                        Computes posterior draws of shocks
compute_variance_decompositions.PosteriorBVAR
                        Computes posterior draws of the forecast error
                        variance decomposition
estimate.BVAR           Bayesian Estimation via Gibbs sampler of a
                        Bayesian VAR with a Flexible Error Term
                        Specification
estimate.PosteriorBVAR
                        Bayesian Estimation via Gibbs sampler of a
                        Bayesian VAR with a Flexible Error Term
                        Specification
forecast.PosteriorBVAR
                        Forecasting using Structural Vector
                        Autoregression
rmatnorm1               Samples random numbers from the matrix-variate
                        normal distribution
specify_bvar            R6 Class representing the specification of the
                        'BVAR' model
specify_posterior_bvar
                        R6 Class Representing 'PosteriorBVAR'
specify_prior_bvar      R6 Class Representing 'PriorBVAR'
specify_starting_values_bvar
                        R6 Class Representing 'StartingValuesBVAR'
summary.PosteriorBVAR   Provides posterior summary of VAR estimation
us_macro_chan           A 20-variable US macroeconomic system for the
                        period 1959 Q4 - 2013 Q4
