| All functions | 
        
          
          | bvar_build_X
 | Build X matrix from supplied data | 
          
          | bvar_build_Y
 | Build Y matrix from supplied data | 
          
          | bvar_conj_delta
 | Create [m x 1] vector of deltas from delta description | 
          
          | bvar_conj_dummy2hyper
 | Calculate hyperparameters from artificial observations | 
          
          | bvar_conj_estimate
 | Estimate bvar conjugate model from setup | 
          
          | bvar_conj_forecast
 | predict with conjugate Normal-Inverse-Wishart bayesian VAR model | 
          
          | bvar_conj_hyper2dummy
 | Calculate artificial observations from hyperparameters | 
          
          | bvar_conj_lambda2dummy
 | Create dummy observations from lambdas | 
          
          | bvar_conj_lambda2hyper
 | Create prior hyperparameters from lambdas | 
          
          | bvar_conj_mdd
 | Calculate log marginal data density | 
          
          | bvar_conj_setup
 | Create model setup from lambdas | 
          
          | bvar_conj_sigma2
 | Create [m x 1] vector of sigma^2 from supplied time series | 
          
          | bvar_conj_simulate
 | Simulate from conjugate N-IW posterior distribution | 
          
          | bvar_conj_summary
 | summary of a conjugate Normal-Inverse-Wishart bayesian VAR model | 
          
          | bvar_conjugate0
 | Estimate conjugate Normal-Inverse-Wishart bayesian VAR model | 
          
          | bvar_create_X_colnames
 | Get X column names from exo_varnames and endo_varnames | 
          
          | bvar_get_endo_varnames
 | Get endogeneous variable names from supplied data | 
          
          | bvar_get_exo_varnames
 | Get exogeneous variable names from supplied data | 
          
          | bvar_get_Y_in
 | Recover original Y_in from Y, X and number of lags p | 
          
          | Carriero_priors
 | Set conjugate N-IW priors from lambdas as in Carriero | 
          
          | forecast_conjugate
 | predict with conjugate Normal-Inverse-Wishart bayesian VAR model | 
          
          | is.diagonal
 | check whether matrix is diagonal | 
          
          | KK_code_priors
 | Set conjugate N-IW priors as in matlab code of Koops-Korobilis | 
          
          | lmvgamma
 | Multivariate log-gamma-function | 
          
          | macro_russia
 | Russian macroeconomic indicators data.frame | 
          
          | marginal_data_density
 | Calculate log marginal data density | 
          
          | summary_conjugate
 | summary of a conjugate Normal-Inverse-Wishart bayesian VAR model | 
          
          | sym_inv
 | Compute inverse of symmetric positive definite matrix using Cholesky decomposition | 
          
          | Yraw
 | US inflation, employement and interest rate data.frame |