Installation

1. Install the package devtools
2. Load devtools using library(devtools).
3. Install vbmlr using install_github("whitenoise8/vbmlr")

Reference

Bernardi, Bianchi, and Bianco (2024). "Variational Inference for Large Bayesian Vector Autoregressions". Journal of Business and Economic Statistics, 42(3), 1066–1082.

Issues/Comments/Requests

Feel free to mail me nicolas.bianco@kit.edu