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Merge pull request #24794 from SulphurFH/add-r-bvar
add-r-bvar
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"%R%" CMD INSTALL --build . %R_ARGS% | ||
IF %ERRORLEVEL% NEQ 0 exit /B 1 |
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#!/bin/bash | ||
export DISABLE_AUTOBREW=1 | ||
${R} CMD INSTALL --build . ${R_ARGS} |
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{% set version = '1.0.4' %} | ||
{% set posix = 'm2-' if win else '' %} | ||
{% set native = 'm2w64-' if win else '' %} | ||
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package: | ||
name: r-bvar | ||
version: {{ version|replace("-", "_") }} | ||
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source: | ||
url: | ||
- {{ cran_mirror }}/src/contrib/BVAR_{{ version }}.tar.gz | ||
- {{ cran_mirror }}/src/contrib/Archive/BVAR/BVAR_{{ version }}.tar.gz | ||
sha256: 440ce37924187183dd54e7e0f6ebf8e5faf52b1fbaac6914cca3f0c6bcc56b89 | ||
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build: | ||
merge_build_host: True # [win] | ||
number: 0 | ||
noarch: generic | ||
rpaths: | ||
- lib/R/lib/ | ||
- lib/ | ||
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requirements: | ||
build: | ||
- {{ posix }}zip # [win] | ||
- cross-r-base {{ r_base }} # [build_platform != target_platform] | ||
host: | ||
- r-base | ||
- r-mvtnorm | ||
run: | ||
- r-base | ||
- r-mvtnorm | ||
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test: | ||
commands: | ||
- $R -e "library('BVAR')" # [not win] | ||
- "\"%R%\" -e \"library('BVAR')\"" # [win] | ||
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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 | ||
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extra: | ||
recipe-maintainers: | ||
- conda-forge/r | ||
- SulphurFH | ||
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# 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 |