BMR (Bayesian Macroeconometrics in R) is an R interface to BM++, a templated C++ library for estimating Bayesian Vector Autoregression (BVAR) and Dynamic Stochastic General Equilibrium (DSGE) models.
Features



Author: Keith O'Hara
Package requirements: R (v3.40, or above) and Rcpp, RcppArmadillo, ggplot2, and grid (this comes prepackaged with R).
install.packages("RcppArmadillo") install.packages("ggplot2")
The source code is available on GitHub. You need to install BMR from source.
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.