Changelog

Source: NEWS.md

bsvarPost 1.0.0

Initial CRAN release.

Breaking changes and deprecations

• The variable and shock (singular) arguments are deprecated in favour of variables and shocks (plural) throughout the package. The singular forms still work and produce a warning; they will be removed in a future version.

Core posterior extraction

• tidy_irf() extracts impulse responses from PosteriorBSVAR, PosteriorBSVARSV, PosteriorBSVARMIX, PosteriorBSVARMSH, PosteriorBSVART, and PosteriorBSVARSIGN objects into tidy tibbles with credible-interval columns.
• tidy_cdm() extracts cumulative dynamic multipliers for all supported posterior types.
• tidy_fevd() extracts forecast error variance decompositions (reported on the 0–100 percentage scale used by ‘bsvars’).
• tidy_shocks() extracts structural shocks.
• tidy_hd() extracts historical decompositions.
• tidy_forecast() extracts out-of-sample forecasts.
• cdm() estimates cumulative dynamic multipliers directly from any supported posterior object, bridging ‘bsvars’ and ‘bsvarSIGNs’ in a single call.

Hypothesis testing and inference

• hypothesis_irf() and hypothesis_cdm() compute posterior probabilities for user-specified inequality constraints on impulse responses and cumulative dynamic multipliers.
• joint_hypothesis_irf() and joint_hypothesis_cdm() extend hypothesis testing to joint constraints across multiple variable–shock–horizon combinations.
• simultaneous_irf() and simultaneous_cdm() compute simultaneous credible bands with exact joint coverage.

Representative model selection

• representative_irf() and representative_cdm() identify the posterior draw closest to the pointwise median across all impulse-response or CDM paths.
• most_likely_admissible_irf() and most_likely_admissible_cdm() select the draw with the highest kernel score among sign-restriction-admissible draws.

Response summaries

• peak_response() locates the horizon of maximum absolute impulse response and its posterior distribution.
• duration_response() summarises the number of horizons for which a response remains above a threshold.
• half_life_response() computes the posterior distribution of the half-life of a response decay.
• time_to_threshold() computes the posterior distribution of the first horizon at which a response crosses a user-specified threshold.

Model comparison

• compare_irf(), compare_cdm(), compare_fevd() compare tidy extractions across two models side-by-side.
• compare_peak_response(), compare_duration_response(), compare_half_life_response(), compare_time_to_threshold() compare response-shape summaries across models.
• compare_restrictions() compares restriction-audit results across models.
• compare_hd_event() compares event-window historical decomposition summaries across models.
• compare_acceptance_diagnostics() compares sign-restriction acceptance diagnostics across models.

Restriction and acceptance auditing

• restriction_audit() evaluates whether posterior draws satisfy a set of structural sign or narrative restrictions.
• magnitude_audit() checks whether impulse responses satisfy magnitude-based restrictions with explicit variable and shock arguments.
• acceptance_diagnostics() reports draw-level admissibility statistics for bsvarSIGNs posteriors, with summary() and print() methods.

Event-study helpers

• tidy_hd_event() summarises historical decomposition contributions within a user-specified event window.
• shock_ranking() ranks shocks by their contribution to a target variable within an event window.

Plotting and reporting

• autoplot() support for all tidy extractors (PosteriorIR, PosteriorCDM, PosteriorFEVD, PosteriorSHOCKS, PosteriorHD, PosteriorFORECAST), all comparison outputs, simultaneous bands, and joint hypothesis objects.
• theme_bsvarpost() provides a minimal publication-ready ggplot2 theme.
• style_bsvar_plot() applies consistent axis, legend, and colour styling to any bsvarPost ggplot2 output.
• publish_bsvar_plot() applies family-aware publication templates across comparison, representative, diagnostics, event-study, and joint-inference outputs.
• as_gt(), as_flextable(), and as_kable() convert tidy bsvarPost tables to formatted gt, flextable, and knitr::kable outputs for publication documents.
• write_bsvar_csv() writes any tidy bsvarPost table to CSV.
• report_bundle() produces a paired plot-and-table bundle suitable for publication workflows, with support for representative-response, acceptance-diagnostics, simultaneous-band, joint-hypothesis, and event-study objects.
• report_table() generates compact or default publication-oriented table layouts with family-specific labels and subtitles.