# Efficient Bayesian Inference for TVP-VAR-SV Models with Shrinkage

## Documentation for package ‘shrinkTVPVAR’ version 1.0.1

- DESCRIPTION file
- Package NEWS

## Help Pages

density_plotter | Kernel density plots of posterior distribution for hyperparameters of time-varying coefficient matrix in a TVP-VAR model
fitted.shrinkTVPVAR | Calculate fitted historical values for an estimated (D)TVP-VAR-SV model
forecast_shrinkTVPVAR | Draw from posterior predictive density of a fitted TVP-VAR-SV model
gen_TVP_params | Generate TVP_params that can be used as input for a TVP-VAR-SV model
LPDS | Calculate the log predictive density score (LPDS) for a fitted TVP-VAR-SV model
plot.mcmc.tvp.var | Plotting method for 'mcmc.tvp.var' objects
plot.mcmc.var | Plotting method for 'mcmc.var' objects
plot.shrinkTVPVAR | Plotting method for 'shrinkTVPVAR' objects
plot.shrinkTVPVAR_fit | Graphical summary of posterior distribution of fitted values for TVP-VAR model
plot.shrinkTVPVAR_forc | Graphical summary of posterior predictive density for TVP-VAR-SV model
print.shrinkDTVPVAR | Nicer printing of shrinkDTVPVAR objects
print.shrinkTVPVAR | Nicer printing of shrinkTVPVAR objects
shrinkDTVPVAR | Markov Chain Monte Carlo (MCMC) for TVP-VAR-SV models under dynamic shrinkage priors
shrinkTVPVAR | Markov Chain Monte Carlo (MCMC) for TVP-VAR-SV models with shrinkage
simTVPVAR | Generate synthetic data from a TVP-VAR-SV model
state_plotter | Graphical summary of posterior distribution for a time-varying coefficient matrix in a TVP-VAR model
TV_heatmap | Heatmap of hyperparameters of time-varying coefficient matrix in a TVP-VAR model