Bayesian Macroeconometrics in R

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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.


Download and Installation


Package requirements: R (v3.40, or above) and Rcpp, RcppArmadillo, ggplot2, and grid (this comes pre-packaged with R).

The source code is available on GitHub. You need to install BMR from source.


Documentation

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

Replication files can be found in the tests folder.