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_pkgdown.yml
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template:
bootstrap: 5
bootswatch: journal
bslib:
bg: "#272935"
fg: "#f8f8f2"
primary: "#ff3860"
secondary: "#23252f"
base_font: {google: "Noto Sans"}
code_font: {google: "Anonymous Pro"}
code-bg: "#44475a"
code-color: "#f8f8f2"
theme: github-dark
home:
links:
# see the configuration in .github/workflows/pkgdown.yaml
- text: VERSION_TEXT
href: VERSION_REF
- text: C++ headers
href: https://ygeunkim.github.io/package/bvhar/cpp/
- text: bvhar for Python
href: https://ygeunkim.github.io/package/bvhar/python/
development:
mode: auto
reference:
- title: Package
desc: >
The bvhar package
contents:
- bvhar-package
- title: Frequentist modeling
desc: >
Vector autoregressive (VAR) and heterogeneous autoregressive (VHAR) models.
contents:
- var_lm
- vhar_lm
- VARtoVMA
- VHARtoVMA
- summary.varlse
- summary.vharlse
- title: Prior specification
desc: >
Prior settings for Bayesian models.
contents:
- set_bvar
- set_ssvs
- set_lambda
- set_horseshoe
- set_ng
- set_dl
- set_gdp
- set_ldlt
- set_sv
- set_intercept
- title: Bayesian modeling
desc: >
Bayesian VAR and Bayesian VHAR models.
contents:
- var_bayes
- bvar_minnesota
- bvar_flat
- vhar_bayes
- bvhar_minnesota
- summary.normaliw
- summary.bvharsp
# - title: Deprecated
# desc: >
# Deprecated functions that will be removed soon
# contents:
# - bvar_sv
# - bvar_ssvs
# - bvar_horseshoe
# - bvhar_sv
# - bvhar_ssvs
# - bvhar_horseshoe
# - init_ssvs
# - choose_ssvs
# - sim_ssvs_var
# - sim_horseshoe_var
- title: Forecasting
desc: ~
contents:
- predict
- divide_ts
- forecast_roll
- forecast_expand
- title: Structural analysis
desc: ~
contents:
- irf
- spillover
- dynamic_spillover
- title: Evaluation
desc: ~
contents:
- mse
- mae
- mape
- mase
- mrae
- alpl
- relmae
- rmsfe
- rmafe
- rmape
- rmase
- conf_fdr
- conf_fnr
- conf_fscore
- conf_prec
- conf_recall
- confusion
- fromse
- spne
- relspne
- title: Tuning
desc: ~
contents:
- compute_logml
- choose_bvar
- choose_bvhar
- bound_bvhar
- choose_bayes
- title: Information criteria
desc: ~
contents:
- FPE
- HQ
- choose_var
- compute_dic
- title: Plots
desc: ~
contents:
- autoplot.normaliw
- autoplot.summary.normaliw
- autoplot.predbvhar
- geom_eval
- gg_loss
- autoplot.bvharirf
- autoplot.bvharsp
- autoplot.summary.bvharsp
- autoplot.bvhardynsp
- title: Simulation and Random Generation
desc: ~
contents:
- sim_var
- sim_vhar
- sim_mncoef
- sim_mnvhar_coef
- sim_mnormal
- sim_matgaussian
- sim_iw
- sim_mniw
- sim_mvt
- title: Data
desc: ~
contents:
- etf_vix
- title: Other generic functions
desc: ~
contents:
- stableroot
- is.stable
- coef
- residuals
- fitted
navbar:
structure:
left: [intro, reference, articles, tutorials, news, publication, research, accepted]
right: [github, goback]
components:
publication:
icon: fa-newspaper
href: https://www.tandfonline.com/eprint/ZIRSC2CDJ9JM9FK2E3WD/full?target=10.1080/00949655.2023.2281644
aria-label: Published
text: Published
research:
icon: fa-laptop-code
href: https://github.com/ygeunkim/paper-bvhar
aria-label: Reproducible code
text: Reproducible code
goback:
icon: fa-home
href: /software/
aria-label: Back to the page
text: Go back to the Software page
news:
releases:
- text: "JSCS submission ver"
href: https://github.com/ygeunkim/bvhar/releases/tag/v0.9.0
- text: "JSCS revision ver"
href: https://github.com/ygeunkim/bvhar/releases/tag/v0.12.0
# - text: "Version 1.0.0"
# href: https://github.com/ygeunkim/bvhar/releases/tag/v1.0.0
# - text: "Version 1.0.1"
# href: https://github.com/ygeunkim/bvhar/releases/tag/v1.0.1
- text: "Version 1.0.2"
href: https://github.com/ygeunkim/bvhar/releases/tag/v1.0.2
- text: "Version 1.1.0"
href: https://github.com/ygeunkim/bvhar/releases/tag/v1.1.0
- text: "Version 1.2.0"
href: https://github.com/ygeunkim/bvhar/releases/tag/v1.2.0
- text: "Version 2.0.0"
href: https://github.com/ygeunkim/bvhar/releases/tag/v2.0.0
- text: "Version 2.0.1"
href: https://github.com/ygeunkim/bvhar/releases/tag/v2.0.1
- text: "Version 2.1.0"
href: https://github.com/ygeunkim/bvhar/releases/tag/v2.1.0
- text: "Version 2.1.2"
href: https://github.com/ygeunkim/bvhar/releases/tag/v2.1.2
- text: "Version 2.2.2"
href: https://github.com/ygeunkim/bvhar/releases/tag/v2.2.2