MSBVAR

Package: MSBVAR
Version: 0.9-2
Date: 2015-02-04
Title: Markov-Switching, Bayesian, Vector Autoregression Models
Authors@R: c(person("Patrick", "Brandt", role=c("aut", "cre"),
email="pbrandt@utdallas.edu"),
person("W. Ryan", "Davis", role=c("ctb")))
Maintainer: Patrick Brandt <pbrandt@utdallas.edu>
Imports: KernSmooth, xtable, coda, bit, mvtnorm, lattice
Description: Provides methods for estimating frequentist and
Bayesian Vector Autoregression (VAR) models and Markov-switching
Bayesian VAR (MSBVAR). Functions for reduced
form and structural VAR models are also available. Includes
methods for the generating posterior inferences for these models,
forecasts, impulse responses (using likelihood-based error bands),
and forecast error decompositions. Also includes utility functions
for plotting forecasts and impulse responses, and generating draws
from Wishart and singular multivariate normal densities. Current
version includes functionality to build and evaluate models with
Markov switching.
License: MIT + file LICENSE
License_is_FOSS: yes
License_restricts_use: no
SystemRequirements: gcc (>= 4.0)
NeedsCompilation: yes
Packaged: 2015-02-10 17:28:08 UTC; pbrandt
Author: Patrick Brandt [aut, cre],
W. Ryan Davis [ctb]
Repository: CRAN
Date/Publication: 2015-02-10 19:48:55

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'MSBVAR' ...
** package 'MSBVAR' successfully unpacked and MD5 sums checked
** libs
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c A0_W.cpp -o A0_W.o
f95   -fpic  -g -O2  -c BackwardSampler.f -o BackwardSampler.o
f95   -fpic  -g -O2  -c FFBS.f -o FFBS.o
f95   -fpic  -g -O2  -c ForwardFilter.f -o ForwardFilter.o
f95   -fpic  -g -O2  -c ForwardFilterReg.f -o ForwardFilterReg.o
f95   -fpic  -g -O2  -c HamiltonFilter.f -o HamiltonFilter.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c MSBVARfun.cpp -o MSBVARfun.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c QRD.cpp -o QRD.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c bandmat.cpp -o bandmat.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c cholesky.cpp -o cholesky.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c drawA0.cpp -o drawA0.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c evalue.cpp -o evalue.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c fft.cpp -o fft.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c gibbsA0.cpp -o gibbsA0.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c hholder.cpp -o hholder.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c init.cpp -o init.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c irf_var.cpp -o irf_var.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c irf_var_from_beta.cpp -o irf_var_from_beta.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c jacobi.cpp -o jacobi.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c mc_irf_bsvar.cpp -o mc_irf_bsvar.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c mc_irf_var.cpp -o mc_irf_var.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c msbsvar_irf.cpp -o msbsvar_irf.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c myexcept.cpp -o myexcept.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c newfft.cpp -o newfft.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c newmat1.cpp -o newmat1.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c newmat2.cpp -o newmat2.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c newmat3.cpp -o newmat3.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c newmat4.cpp -o newmat4.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c newmat5.cpp -o newmat5.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c newmat6.cpp -o newmat6.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c newmat7.cpp -o newmat7.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c newmat8.cpp -o newmat8.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c newmat9.cpp -o newmat9.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c newmatex.cpp -o newmatex.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c newmatnl.cpp -o newmatnl.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c newmatrm.cpp -o newmatrm.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c norm_svar.cpp -o norm_svar.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c postfit.cpp -o postfit.o
f95   -fpic  -g -O2  -c qSlogdinvwish.f -o qSlogdinvwish.o
f95   -fpic  -g -O2  -c qSlogdmvnorm.f -o qSlogdmvnorm.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c rng.cpp -o rng.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c solution.cpp -o solution.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c sort.cpp -o sort.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c submat.cpp -o submat.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c svd.cpp -o svd.o
f95   -fpic  -g -O2  -c utils.f -o utils.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c wrapper.c -o wrapper.o
g++ -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o MSBVAR.so A0_W.o BackwardSampler.o FFBS.o ForwardFilter.o ForwardFilterReg.o HamiltonFilter.o MSBVARfun.o QRD.o bandmat.o cholesky.o drawA0.o evalue.o fft.o gibbsA0.o hholder.o init.o irf_var.o irf_var_from_beta.o jacobi.o mc_irf_bsvar.o mc_irf_var.o msbsvar_irf.o myexcept.o newfft.o newmat1.o newmat2.o newmat3.o newmat4.o newmat5.o newmat6.o newmat7.o newmat8.o newmat9.o newmatex.o newmatnl.o newmatrm.o norm_svar.o postfit.o qSlogdinvwish.o qSlogdmvnorm.o rng.o solution.o sort.o submat.o svd.o utils.o wrapper.o -L/home/ddbj/local/lib64/R/lib -lRlapack -L/home/ddbj/local/lib64/R/lib -lRblas -lgfortran -lm -lquadmath -lgfortran -lm -lquadmath -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/MSBVAR/libs
** R
** data
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'MSBVAR'
    finding HTML links ... done
    A02mcmc                                 html  
    BCFdata                                 html  
    HamiltonGDP                             html  
    IsraelPalestineConflict                 html  
    SS.ffbs                                 html  
    SZ.prior.evaluation                     html  
    cf.forecasts                            html  
    decay.spec                              html  
    dfev                                    html  
    forc.ecdf                               html  
    forecast                                html  
    gibbs.A0                                html  
    gibbs.msbvar                            html  
Rd warning: /tmp/RtmpOJzn5c/R.INSTALL618314b5c7fa/MSBVAR/man/gibbs.msbvar.Rd:110: missing file link 'bit'
Rd warning: /tmp/RtmpOJzn5c/R.INSTALL618314b5c7fa/MSBVAR/man/gibbs.msbvar.Rd:137: missing file link 'bit'
    granger.test                            html  
    hc.forecast                             html  
    initialize.msbvar                       html  
    irf                                     html  
    ldwishart                               html  
    list.print                              html  
    mae                                     html  
    mc.irf                                  html  
    mcmc.szbsvar                            html  
    mean.SS                                 html  
    mountains                               html  
    msbvar                                  html  
    msvar                                   html  
    normalize.svar                          html  
    null.space                              html  
    plot.forc.ecdf                          html  
    plot.forecast                           html  
    plot.gibbs.A0                           html  
    plot.irf                                html  
    plot.mc.irf                             html  
    plot.ms.irf                             html  
    plotregimeid                            html  
    posterior.fit                           html  
    print.dfev                              html  
    print.posterior.fit                     html  
    rdirichlet                              html  
    reduced.form.var                        html  
    regimeSummary                           html  
    restmtx                                 html  
    rmse                                    html  
    rmultnorm                               html  
    rwishart                                html  
    simulateMSAR                            html  
    simulateMSVAR                           html  
    summary                                 html  
    summary.forecast                        html  
    szbsvar                                 html  
    szbvar                                  html  
    uc.forecast                             html  
    var.lag.specification                   html  
** building package indices
** testing if installed package can be loaded
* DONE (MSBVAR)
Making 'packages.html' ... done