bvarnet: Bayesian Estimation of Dynamic VAR Models using STAN
Bayesian estimation of multilevel Vector Autoregression (VAR) models using Stan. Supports Gaussian, Binary, and Ordinal (adjacent category) outcome variables with random effects and customizable priors.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.5) |
| Imports: | instantiate, logspline, mvtnorm, posterior |
| Suggests: | cmdstanr, bayesplot, knitr, qgraph, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-05-27 |
| DOI: | 10.32614/CRAN.package.bvarnet (may not be active yet) |
| Author: | Florian Metwaly 
[aut, cre, cph] |
| Maintainer: | Florian Metwaly <f.j.metwaly at uva.nl> |
| BugReports: | https://github.com/flo1met/bvarnet/issues |
| License: | GPL (≥ 3) |
| URL: | https://flo1met.github.io/bvarnet/, https://github.com/flo1met/bvarnet |
| NeedsCompilation: | yes |
| Additional_repositories: | https://mc-stan.org/r-packages/ |
| Citation: | bvarnet citation info |
| Materials: | README, NEWS |
| CRAN checks: | bvarnet results |
Documentation:
| Reference manual: | bvarnet.html , bvarnet.pdf |
| Vignettes: |
Hypothesis-Testing (source) MCMC-Diagnostics (source) Missing-Data (source) Mixed-Model (source) Random-Effects (source) bvarnet (source) |
Downloads:
| Package source: | bvarnet_1.0.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): bvarnet_1.0.0.tgz, r-oldrel (arm64): bvarnet_1.0.0.tgz, r-release (x86_64): bvarnet_1.0.0.tgz, r-oldrel (x86_64): bvarnet_1.0.0.tgz |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=bvarnet to link to this page.