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Posterior Summaries and Cumulative Responses

cdm()
Cumulative Dynamic Multipliers
tidy_irf()
Summarise posterior impulse responses
tidy_cdm()
Summarise posterior cumulative dynamic responses
tidy_fevd()
Summarise posterior forecast error variance decompositions
tidy_hd()
Summarise posterior historical decompositions
tidy_forecast()
Summarise posterior forecasts
tidy_shocks()
Summarise posterior structural shocks

Comparison of Model Specifications

compare_irf()
Compare posterior impulse responses across model specifications
compare_cdm()
Compare cumulative dynamic responses across model specifications
compare_fevd()
Compare forecast error variance decompositions across model specifications
compare_forecast()
Compare posterior forecasts across model specifications

Posterior Probabilities and Joint Inference

hypothesis_irf()
Posterior probability statements for impulse responses
hypothesis_cdm()
Posterior probability statements for cumulative dynamic multipliers
joint_hypothesis_irf()
Joint posterior probability statements for impulse responses
joint_hypothesis_cdm()
Joint posterior probability statements for cumulative dynamic multipliers
magnitude_audit()
Evaluate magnitude hypotheses for IRFs or CDMs
simultaneous_irf()
Simultaneous posterior bands for impulse responses
simultaneous_cdm()
Simultaneous posterior bands for cumulative dynamic multipliers
plot_hypothesis()
Plot posterior probability statements for IRFs or CDMs
plot_joint_hypothesis()
Plot joint posterior probability statements
plot_simultaneous()
Plot simultaneous posterior bands

Representative Draws and Response Timing

representative_irf()
Representative impulse responses
representative_cdm()
Representative cumulative dynamic multipliers
median_target_irf()
Median-target representative impulse responses
median_target_cdm()
Median-target representative cumulative dynamic multipliers
peak_response()
Peak response summaries for posterior IRFs and CDMs
duration_response()
Duration summaries for posterior IRFs and CDMs
half_life_response()
Half-life summaries for posterior IRFs and CDMs
time_to_threshold()
Time-to-threshold summaries for posterior IRFs and CDMs
compare_peak_response()
Compare peak responses across model specifications
compare_duration_response()
Compare response durations across model specifications
compare_half_life_response()
Compare response half-lives across model specifications
compare_time_to_threshold()
Compare response thresholds across model specifications
plot_compare_response()
Visualise response timing and persistence across model specifications

Historical Decompositions and Shock Contributions

tidy_hd_event()
Summarise historical-decomposition contributions over selected periods
compare_hd_event()
Compare historical-period shock contributions across model specifications
shock_ranking()
Rank structural shocks by contributions over selected periods
plot_shock_ranking()
Visualise ranked shock contributions over selected historical periods
plot_hd_event()
Visualise shock contributions over selected historical periods
plot_hd_event_share()
Plot event contribution shares
plot_hd_event_cumulative()
Plot cumulative event-window contribution paths
plot_hd_event_distribution()
Plot event-window contribution uncertainty by shock
plot_hd_lines()
Plot full-sample historical decomposition components
plot_hd_overlay()
Overlay historical decomposition component paths
plot_hd_stacked()
Stacked historical decomposition contributions over time
plot_hd_total()
Plot observed and reconstructed decomposition totals

Sign Restrictions and Identification Diagnostics

most_likely_admissible_irf()
Most-likely-admissible representative impulse responses
most_likely_admissible_cdm()
Most-likely-admissible representative cumulative dynamic multipliers
irf_restriction()
Create an impulse-response restriction specification
structural_restriction()
Create a structural restriction specification
narrative_restriction()
Create a narrative restriction specification
restriction_audit()
Evaluate sign, zero, structural, and narrative restrictions
acceptance_diagnostics()
Acceptance and admissibility diagnostics for bsvarSIGNs
compare_restrictions()
Compare posterior restriction probabilities across model specifications
compare_acceptance_diagnostics()
Compare acceptance diagnostics across model specifications
plot_restriction_audit()
Visualise posterior restriction probabilities
plot_compare_restrictions()
Visualise posterior restriction probabilities across model specifications
plot_acceptance_diagnostics()
Visualise acceptance diagnostics across model specifications

Figures and Tables

autoplot(<bsvar_post_tbl>)
Visualise posterior summaries
theme_bsvarpost()
Plot theme for posterior summaries
style_bsvar_plot()
Apply a consistent graphical style to posterior summaries
template_bsvar_plot()
Apply graphical conventions for a posterior quantity
annotate_bsvar_plot()
Add titles and captions to posterior-summary plots
publish_bsvar_plot()
Visualise posterior results with consistent graphical conventions
report_bundle()
Combine posterior summaries, figures, and captions
report_table()
Prepare tables of posterior results
as_kable()
Render bsvarPost tables with knitr::kable
as_gt()
Render bsvarPost tables with gt
as_flextable()
Render bsvarPost tables with flextable
write_bsvar_csv()
Export bsvarPost tables to CSV
print(<bsvar_report_bundle>)
Print bsvar_report_bundle objects

Interfaces with Other R Packages

as_tsibble_post()
Express posterior summaries as a tsibble
as_apr_cond_forc()
Express posterior forecasts in APRScenario format
tidy_apr_forecast()
Express APRScenario forecasts as posterior summary tables
apr_gen_mats()
Compute conditional-forecast matrices with APRScenario

Input Validation and Compatibility

resolve_horizon()
Resolve horizon to a validated integer, defaulting to 20
validate_horizon()
Validate a horizon parameter
validate_probability()
Validate a probability parameter
validate_posterior_object()
Validate a posterior model object
deprecate_arg()
Handle deprecated argument with warning