BMR (Bayesian Macroeconometrics in R) is an R interface to BMLib, a templated C++ library for estimating Bayesian Vector Autoregression (BVAR) and Dynamic Stochastic General Equilibrium (DSGE) models.
Features
Author: Keith O'Hara
License: BMR is licensed under the GNU General Public License (GPL) version 2, or (at your option) any later version.
Package requirements: R (v3.40, or above) and Rcpp, RcppArmadillo, ggplot2, and grid (this comes pre-packaged with R).
install.packages("RcppArmadillo") install.packages("ggplot2")
The source code is available on GitHub. You need to install BMR from source.
curl -O http://r.research.att.com/libs/gfortran-4.8.2-darwin13.tar.bz2 sudo tar fvxz gfortran-4.8.2-darwin13.tar.bz2 -C /
install.packages("devtools") library(devtools) install_github("kthohr/BMR")
After installing BMR, the user can check if everything is working as intended by typing:
library(BMR) data(BMRVARData)
This should load BMR and place a dataframe called 'USMacroData' into the workspace.
Replication files can be found in the tests
folder.