Package index • bsvarPost

Posterior Summaries and Cumulative Dynamic Responses

cdm(): Computes posterior draws of cumulative dynamic multipliers
tidy_irf(): Summarises posterior draws of impulse responses
tidy_cdm(): Summarises posterior draws of cumulative dynamic multipliers
tidy_fevd(): Summarises posterior draws of forecast error variance decompositions
tidy_hd(): Summarises posterior draws of historical decompositions
tidy_forecast(): Summarises draws from the predictive distribution
tidy_shocks(): Summarises posterior draws of structural shocks
posterior_provenance: Provenance columns in posterior tables

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

hypothesis_irf(): Evaluates posterior probability statements for impulse responses
hypothesis_cdm(): Evaluates posterior probability statements for cumulative dynamic multipliers
joint_hypothesis_irf(): Evaluates joint posterior probability statements for impulse responses
joint_hypothesis_cdm(): Evaluates joint posterior probability statements for cumulative dynamic multipliers
magnitude_audit(): Evaluates magnitude hypotheses for impulse responses or cumulative multipliers
simultaneous_irf(): Computes simultaneous posterior bands for impulse responses
simultaneous_cdm(): Computes simultaneous posterior bands for cumulative dynamic multipliers
plot_hypothesis(): Plots posterior probability statements for impulse responses or cumulative multipliers
plot_joint_hypothesis(): Plots joint posterior probability statements
plot_simultaneous(): Plots simultaneous posterior bands

representative_irf(): Selects a representative draw of impulse responses
representative_cdm(): Selects a representative draw of cumulative dynamic multipliers
median_target_irf(): Selects the median-target draw of impulse responses
median_target_cdm(): Selects the median-target draw of cumulative dynamic multipliers
peak_response(): Summarises peak responses from posterior draws
duration_response(): Summarises response durations from posterior draws
half_life_response(): Summarises response half-lives from posterior draws
time_to_threshold(): Summarises response threshold horizons from posterior draws
compare_peak_response(): Compares peak responses across model specifications
compare_duration_response(): Compares response durations across model specifications
compare_half_life_response(): Compares response half-lives across model specifications
compare_time_to_threshold(): Compares response thresholds across model specifications
plot_compare_response(): Plots response timing and persistence across model specifications

tidy_hd_event(): Summarises historical-decomposition contributions over selected periods
compare_hd_event(): Compares historical-period shock contributions across model specifications
shock_ranking(): Ranks structural shocks by contributions over selected periods
plot_shock_ranking(): Plots ranked shock contributions over selected historical periods
plot_hd_event(): Plots shock contributions over selected historical periods
plot_hd_event_share(): Plots event contribution shares
plot_hd_event_cumulative(): Plots cumulative event-window contribution paths
plot_hd_event_distribution(): Plots event-window contribution uncertainty by shock
plot_hd_lines(): Plots full-sample historical decomposition components
plot_hd_overlay(): Plots overlaid historical decomposition component paths
plot_hd_stacked(): Plots stacked historical decomposition contributions over time
plot_hd_total(): Plots observed and reconstructed decomposition totals

most_likely_admissible_irf(): Selects the most-likely admissible draw of impulse responses
most_likely_admissible_cdm(): Selects the most-likely admissible draw of cumulative dynamic multipliers
irf_restriction(): Specifies an impulse-response restriction
structural_restriction(): Specifies a structural restriction
narrative_restriction(): Specifies a narrative restriction
restriction_audit(): Evaluates sign, zero, structural, and narrative restrictions
acceptance_diagnostics(): Summarises acceptance and admissibility diagnostics for bsvarSIGNs
compare_restrictions(): Compares posterior restriction probabilities across model specifications
compare_acceptance_diagnostics(): Compares acceptance diagnostics across model specifications
plot_restriction_audit(): Plots posterior restriction probabilities
plot_compare_restrictions(): Plots posterior restriction probabilities across model specifications
plot_acceptance_diagnostics(): Plots acceptance diagnostics across model specifications

autoplot(<bsvar_post_tbl>): Plots posterior summaries or draw-level response paths
theme_bsvarpost(): Defines a plot theme for posterior summaries
style_bsvar_plot(): Applies a consistent graphical style to posterior summaries
template_bsvar_plot(): Applies graphical conventions for a posterior quantity
annotate_bsvar_plot(): Adds titles and captions to posterior-summary plots
publish_bsvar_plot(): Plots posterior results with consistent graphical conventions
report_bundle(): Combines posterior summaries, figures, and captions
report_table(): Prepares tables of posterior results
as_kable(): Formats posterior summaries with knitr::kable
as_gt(): Formats posterior summaries with gt
as_flextable(): Formats posterior summaries with flextable
write_bsvar_csv(): Writes posterior summaries to a CSV file
print(<bsvar_report_bundle>): Prints posterior report objects

as_tsibble_post(): Converts posterior summaries to a tsibble
as_apr_cond_forc(): Converts posterior forecasts to APRScenario format
tidy_apr_forecast(): Converts APRScenario forecasts to posterior summary tables
apr_gen_mats(): Computes conditional-forecast matrices with APRScenario

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