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Merge pull request #24794 from SulphurFH/add-r-bvar
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add-r-bvar
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mfansler authored Dec 18, 2023
2 parents e2f5bf1 + 8e3c0ae commit 20954f7
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2 changes: 2 additions & 0 deletions recipes/r-bvar/bld.bat
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"%R%" CMD INSTALL --build . %R_ARGS%
IF %ERRORLEVEL% NEQ 0 exit /B 1
3 changes: 3 additions & 0 deletions recipes/r-bvar/build.sh
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#!/bin/bash
export DISABLE_AUTOBREW=1
${R} CMD INSTALL --build . ${R_ARGS}
79 changes: 79 additions & 0 deletions recipes/r-bvar/meta.yaml
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{% set version = '1.0.4' %}
{% set posix = 'm2-' if win else '' %}
{% set native = 'm2w64-' if win else '' %}

package:
name: r-bvar
version: {{ version|replace("-", "_") }}

source:
url:
- {{ cran_mirror }}/src/contrib/BVAR_{{ version }}.tar.gz
- {{ cran_mirror }}/src/contrib/Archive/BVAR/BVAR_{{ version }}.tar.gz
sha256: 440ce37924187183dd54e7e0f6ebf8e5faf52b1fbaac6914cca3f0c6bcc56b89

build:
merge_build_host: True # [win]
number: 0
noarch: generic
rpaths:
- lib/R/lib/
- lib/

requirements:
build:
- {{ posix }}zip # [win]
- cross-r-base {{ r_base }} # [build_platform != target_platform]
host:
- r-base
- r-mvtnorm
run:
- r-base
- r-mvtnorm

test:
commands:
- $R -e "library('BVAR')" # [not win]
- "\"%R%\" -e \"library('BVAR')\"" # [win]

about:
home: https://github.com/nk027/bvar
license: GPL-3.0-only
summary: Estimation of hierarchical Bayesian vector autoregressive models following Kuschnig
& Vashold (2021) <doi:10.18637/jss.v100.i14>. Implements hierarchical prior selection
for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015) <doi:10.1162/REST_a_00483>.
Functions to compute and identify impulse responses, calculate forecasts, forecast
error variance decompositions and scenarios are available. Several methods to print,
plot and summarise results facilitate analysis.
license_family: GPL3
license_file:
- '{{ environ["PREFIX"] }}/lib/R/share/licenses/GPL-3'
- LICENSE

extra:
recipe-maintainers:
- conda-forge/r
- SulphurFH

# Package: BVAR
# Type: Package
# Title: Hierarchical Bayesian Vector Autoregression
# Version: 1.0.4
# Date: 2023-03-08
# Authors@R: c(person("Nikolas", "Kuschnig", role = c("aut", "cre"), email = "[email protected]", comment = c(ORCID = "0000-0002-6642-2543")), person("Lukas", "Vashold", role = "aut", comment = c(ORCID = "0000-0002-3562-3414")), person("Nirai", "Tomass", role = "ctb"), person("Michael", "McCracken", role = "dtc"), person("Serena", "Ng", role = "dtc"))
# Author: Nikolas Kuschnig [aut, cre] (<https://orcid.org/0000-0002-6642-2543>), Lukas Vashold [aut] (<https://orcid.org/0000-0002-3562-3414>), Nirai Tomass [ctb], Michael McCracken [dtc], Serena Ng [dtc]
# Maintainer: Nikolas Kuschnig <[email protected]>
# Description: Estimation of hierarchical Bayesian vector autoregressive models following Kuschnig & Vashold (2021) <doi:10.18637/jss.v100.i14>. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015) <doi:10.1162/REST_a_00483>. Functions to compute and identify impulse responses, calculate forecasts, forecast error variance decompositions and scenarios are available. Several methods to print, plot and summarise results facilitate analysis.
# URL: https://github.com/nk027/bvar
# BugReports: https://github.com/nk027/bvar/issues
# Depends: R (>= 3.3.0)
# Imports: mvtnorm, stats, graphics, utils, grDevices
# Suggests: coda, vars, tinytest
# License: GPL-3 | file LICENSE
# Encoding: UTF-8
# LazyData: true
# RoxygenNote: 7.2.3
# NeedsCompilation: no
# Packaged: 2023-03-08 18:37:16 UTC; nikolas
# Repository: CRAN
# Date/Publication: 2023-03-08 19:30:06 UTC

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