[R] Bayesian VAR

Bert Gunter bgunter@4567 @end|ng |rom gm@||@com
Fri Feb 21 17:07:26 CET 2025


It sounds like your first course of action should be to contact the package
maintainer. See ?maintainer or consult the Description file for the package
for their email.

Cheers,
Bert

"An educated person is one who can entertain new ideas, entertain others,
and entertain herself."



On Fri, Feb 21, 2025 at 8:02 AM Eduardo Teixeira Olinto <eolinto using jgp.com.br>
wrote:

> Hi,
>
> I am working on a modelling project for Brazilian inflation, for which I
> am tempted to use the BVAR package in R. I read the paper and the
> documentation and yet I could not find any further information on how the
> values of the hyperparameters of the Minnesota prior (bv_lambda, bv_alpha,
> bv_psi) should be chosen. While testing the package, I am getting several
> bugs for which there is not enough information on how to fix, only the fact
> that the values of these hyperparameters are not correctly set up. I could
> not find anything online either, which is why I am sending this email. Is
> it possible you can help me?
>
> Thank you,
>
> Eduardo Olinto, JGP
>
>
> AVISO LEGAL - JGP\ "As informações existentes nesta ...{{dropped:18}}
>
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