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Package features development #11

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8 of 19 tasks
donotdespair opened this issue Jun 22, 2024 · 0 comments
Open
8 of 19 tasks

Package features development #11

donotdespair opened this issue Jun 22, 2024 · 0 comments
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enhancement New feature or request

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@donotdespair
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donotdespair commented Jun 22, 2024

Forcasting

Plots and summaries

Documentation and data

Features

Models (LATER)

  • simplified models
    • individual country BVAR - just don't estimate global parameters
    • individual country BVAR - with estimated local shrinkage NEW
    • local-global panel VAR with simplified shrinkage Estimate $A$ and $\Sigma$ but make $V = \gamma W$ with fixed $W$ and IG2 or G prior for $\gamma$
  • extended models
  • with the missing variables treatment
  • correct sampler for nu #18
  • introduce the possibility of specifying the Minnesota prior mean
@donotdespair donotdespair self-assigned this Jun 22, 2024
@donotdespair donotdespair added the enhancement New feature or request label Jun 22, 2024
@donotdespair donotdespair added this to the bvarPANELs v1.0.0 milestone Jun 22, 2024
donotdespair added a commit that referenced this issue Sep 14, 2024
donotdespair added a commit that referenced this issue Sep 30, 2024
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Labels
enhancement New feature or request
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