A02mcmc                 Converts A0 objects to coda MCMC objects
BCF2006data             Subset of Data from Brandt, Colaresi, and
                        Freeman (2006)
IsraelPalestineConflict
                        Weekly Goldstein Scaled Israeli-Palestinian
                        Conflict Data, 1979-2003
SZ.prior.evaluation     Sims-Zha Bayesian VAR Prior Specification
                        Search
cf.forecasts            Compare VAR forecasts to each other or real
                        data
decay.spec              Lag decay specification check
dfev                    Decompositions of Forecast Error Variance
                        (DFEV) for VAR/BVAR/BSVAR models
forc.ecdf               Empirical CDF computations for posterior
                        forecast samples
forecast                Generate forecasts for fitted VAR objects
gibbs.A0                Gibbs sampler for posterior of Bayesian
                        structural vector autoregression models
granger.test            Bivariate Granger causality testing
hc.forecast             Forecast density estimation of hard condition
                        forecasts for VAR models via MCMC
irf                     Impulse Response Function (IRF) Computation for
                        a VAR
mae                     Mean absolute error of VAR forecasts
mc.irf                  Monte Carlo Integration / Simulation of Impulse
                        Response Functions
mcmc.szbsvar            Gibbs sampler for coefficients of a B-SVAR
                        model
mountains               Mountain plots for summarizing forecast
                        densities
normalize.svar          Likelihood normalization of SVAR models
null.space              Find the null space of a matrix
plot.forc.ecdf          Plots VAR forecasts and their empirical error
                        bands
plot.forecast           Plots competing sets of VAR forecasts or a
                        single set of VAR forecasts
plot.irf                Plots impulse responses
plot.mc.irf             Plotting posteriors of Monte Carlo simulated
                        impulse responses
posterior.fit           Estimates the marginal likelihood and posterior
                        probability for VAR, BVAR, and BSVAR models
print.dfev              Printing DFEV tables
print.posterior.fit     Print method for posterior fit measures
reduced.form.var        Estimation of a reduced form VAR model
restmtx                 Utility function for generating the restriction
                        matrix for hard condition forecasting
rmse                    Root mean squared error of a Monte Carlo / MCMC
                        sample of forecasts
rmultnorm               Multivariate Normal Random Number Generator
rwishart                Random deviates from a Wishart distribution
summary                 Summary functions for VAR / BVAR / B-SVAR model
                        objects
szbsvar                 Structural Sims-Zha Bayesian VAR model
                        estimation
szbvar                  Reduced form Sims-Zha Bayesian VAR model
                        estimation
uc.forecast             Forecast density estimation unconditional
                        forecasts for VAR/BVAR/BSVAR models via MCMC
var.lag.specification   Automated VAR lag specification testing
