Package index • bvarnet

Model Fitting

Estimate Bayesian multilevel VAR models

bvar(): Fit a Bayesian multilevel VAR network model
get_default_priors(): Get the default prior specification for a given model family
prior(): Construct a single prior distribution
set_priors(): Build a prior specification object for bvar()

Parameter Extraction

Extract and summarize model parameters

extract_param(): Extract labelled parameter summaries from a fitted bvarnet model
extract_draws(): Extract raw posterior draws for a single parameter block
extract_network_matrix(): Extract a network matrix of temporal coefficients
extract_temporal(): Extract temporal (VAR lag) effects
extract_random_effects(): Extract random-effect summaries

Inference

Bayes factors and model comparison

bf_table(): Compute Savege-Dickey Bayes factors

Simulation & Prediction

Simulate data and generate predictions

sim_var(): Simulate data from a multilevel VAR model

Summaries

Print and summarise model objects

summary(<bvarnet>): Summary method for bvarnet objects
print(<bvarnet>): Print a bvarnet model object
print(<bvarnet_prior>): Print a bvarnet_prior
print(<bvarnet_priors>): Print a bvarnet_priors specification
print(<summary.bvarnet>): Print a bvarnet summary
format(<bvarnet_prior>): Format a bvarnet_prior for printing
compare_to_truth(): Compare fitted model parameters to simulation truth

Data

Example datasets

studentlife: StudentLife Data