![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
| avg.pair.cc | Average Pairwise Cross-sectional Correlations |
| bgvar | Estimation of Bayesian GVAR |
| coef | Extract Model Coefficients of Bayesian GVAR |
| coef.bgvar | Extract Model Coefficients of Bayesian GVAR |
| coefficients.bgvar | Extract Model Coefficients of Bayesian GVAR |
| cond.predict | Conditional Forecasts |
| conv.diag | MCMC Convergence Diagnostics |
| DIC | Deviance Information Criterion |
| EA.weights | Monthly EU / G8 countries macroeconomic dataset |
| eerData | Example data set to replicate Feldkircher and Huber (2016) |
| eerDataspf | eerData extended with expectations data |
| fevd | Forecast Error Variance Decomposition |
| fevd.bgvar.irf | Forecast Error Variance Decomposition |
| fitted | Extract Fitted Values of Bayesian GVAR |
| fitted.bgvar | Extract Fitted Values of Bayesian GVAR |
| gfevd | Generalized Forecast Error Variance Decomposition |
| gfevd.bgvar | Generalized Forecast Error Variance Decomposition |
| hd | Historical Decomposition |
| hd.bgvar.irf | Historical Decomposition |
| irf | Impulse Response Function |
| irf.bgvar | Impulse Response Function |
| irfcf | Counterfactual Analysis |
| irfcf.bgvar.irf | Counterfactual Analysis |
| list_to_matrix | Convert Input List to Matrix |
| logLik | Extract Log-likelihood of Bayesian GVAR |
| logLik.bgvar | Extract Log-likelihood of Bayesian GVAR |
| lps | Compute Log-predictive Scores |
| lps.bgvar.pred | Compute Log-predictive Scores |
| matrix_to_list | Convert Input Matrix to List |
| monthlyData | Monthly EU / G8 countries macroeconomic dataset |
| OC.weights | Monthly EU / G8 countries macroeconomic dataset |
| pesaranData | pesaranData |
| plot | Graphical summary of output created with 'bgvar' |
| plot.bgvar | Graphical summary of output created with 'bgvar' |
| plot.bgvar.fevd | Graphical summary of output created with 'bgvar' |
| plot.bgvar.irf | Graphical summary of output created with 'bgvar' |
| plot.bgvar.pred | Graphical summary of output created with 'bgvar' |
| plot.bgvar.resid | Graphical summary of output created with 'bgvar' |
| predict | Predictions |
| predict.bgvar | Predictions |
| resid.bgvar | Extract Residuals of Bayesian GVAR |
| resid.corr.test | Residual Autocorrelation Test |
| residual.corr.test | Residual Autocorrelation Test |
| residuals | Extract Residuals of Bayesian GVAR |
| residuals.bgvar | Extract Residuals of Bayesian GVAR |
| rmse | Compute Root Mean Squared Errors |
| rmse.bgvar.pred | Compute Root Mean Squared Errors |
| summary | Summary of Bayesian GVAR |
| summary.bgvar | Summary of Bayesian GVAR |
| tA | pesaranData |
| vcov | Extract Variance-covariance Matrix of Bayesian GVAR |
| vcov.bgvar | Extract Variance-covariance Matrix of Bayesian GVAR |
| W | Monthly EU / G8 countries macroeconomic dataset |
| W.1316 | pesaranData |
| W.list | Example data set to replicate Feldkircher and Huber (2016) |
| W.trade0012 | Example data set to replicate Feldkircher and Huber (2016) |
| W.trade0012.spf | eerData extended with expectations data |