R/C++ implementation of Bayes VAR-TVP models.
Package can be installed using devtools
, e.g.
library(devtools)
install_github("GediminasB/bayesVAR_TVP")
R/C++ implementation of Bayes VAR models
License: GNU General Public License v3.0
how to include data (excel file) based on tvp-favar model?
exemple please
code:
library(devtools)
install_github("hadley/dplyr")
install_github("GediminasB/bayesVAR_TVP")
result:
library(devtools)
install_github("hadley/dplyr")
Skipping install of 'dplyr' from a github remote, the SHA1 (cfb3b714) has not changed since last install.
Useforce = TRUE
to force installation
install_github("GediminasB/bayesVAR_TVP")
Downloading GitHub repo GediminasB/bayesVAR_TVP@HEAD
✓ checking for file ‘/private/var/folders/y6/5fd4_3vd0dnfcyt69hl_y1600000gn/T/Rtmp9cEMkj/remotes2f84399ff35a/GediminasB-bayesVAR_TVP-2966e7c/DESCRIPTION’ ...
─ preparing ‘bayesVARTVP’:
✓ checking DESCRIPTION meta-information ...
─ cleaning src
Warning: /private/var/folders/y6/5fd4_3vd0dnfcyt69hl_y1600000gn/T/RtmpShwWfA/Rbuild43283ea555de/bayesVARTVP/man/bayesFAVAR_TVP.Rd:34: unknown macro '\Lambda'
─ installing the package to process help pages
-----------------------------------
─ installing source package ‘bayesVARTVP’ ...
** using staged installation
** libs
clang++ -mmacosx-version-min=10.13 -std=gnu++11 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include' -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppArmadillo/include' -I/usr/local/include -fPIC -Wall -g -O2 -Wall -pedantic -fdiagnostics-color=always -c RcppExports.cpp -o RcppExports.o
In file included from RcppExports.cpp:4:
In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppArmadillo/include/RcppArmadillo.h:34:
In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/Rcpp.h:57:
/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/Rcpp/DataFrame.h:136:18: warning: unused variable 'data' [-Wunused-variable]
SEXP data = Parent::get__();
^
1 warning generated.
clang++ -mmacosx-version-min=10.13 -std=gnu++11 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include' -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppArmadillo/include' -I/usr/local/include -fPIC -Wall -g -O2 -Wall -pedantic -fdiagnostics-color=always -c rcppDrawBeta_CC.cpp -o rcppDrawBeta_CC.o
In file included from rcppDrawBeta_CC.cpp:3:
In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppArmadillo/include/RcppArmadillo.h:34:
In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/Rcpp.h:57:
/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/Rcpp/DataFrame.h:136:18: warning: unused variable 'data' [-Wunused-variable]
SEXP data = Parent::get__();
^
1 warning generated.
clang++ -mmacosx-version-min=10.13 -std=gnu++11 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include' -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppArmadillo/include' -I/usr/local/include -fPIC -Wall -g -O2 -Wall -pedantic -fdiagnostics-color=always -c rcppDrawBeta_DK.cpp -o rcppDrawBeta_DK.o
In file included from rcppDrawBeta_DK.cpp:3:
In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppArmadillo/include/RcppArmadillo.h:34:
In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/Rcpp.h:57:
/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/Rcpp/DataFrame.h:136:18: warning: unused variable 'data' [-Wunused-variable]
SEXP data = Parent::get__();
^
1 warning generated.
clang++ -mmacosx-version-min=10.13 -std=gnu++11 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include' -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppArmadillo/include' -I/usr/local/include -fPIC -Wall -g -O2 -Wall -pedantic -fdiagnostics-color=always -c rcppIRF.cpp -o rcppIRF.o
In file included from rcppIRF.cpp:3:
In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppArmadillo/include/RcppArmadillo.h:34:
In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/Rcpp.h:57:
/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/Rcpp/DataFrame.h:136:18: warning: unused variable 'data' [-Wunused-variable]
SEXP data = Parent::get__();
^
1 warning generated.
clang++ -mmacosx-version-min=10.13 -std=gnu++11 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include' -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppArmadillo/include' -I/usr/local/include -fPIC -Wall -g -O2 -Wall -pedantic -fdiagnostics-color=always -c rcppPredictiveSim.cpp -o rcppPredictiveSim.o
In file included from rcppPredictiveSim.cpp:3:
In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppArmadillo/include/RcppArmadillo.h:34:
In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/Rcpp.h:57:
/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/Rcpp/DataFrame.h:136:18: warning: unused variable 'data' [-Wunused-variable]
SEXP data = Parent::get__();
^
1 warning generated.
clang++ -mmacosx-version-min=10.13 -std=gnu++11 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include' -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppArmadillo/include' -I/usr/local/include -fPIC -Wall -g -O2 -Wall -pedantic -fdiagnostics-color=always -c rcppRmvnorm.cpp -o rcppRmvnorm.o
In file included from rcppRmvnorm.cpp:3:
In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppArmadillo/include/RcppArmadillo.h:34:
In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/Rcpp.h:57:
/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/Rcpp/DataFrame.h:136:18: warning: unused variable 'data' [-Wunused-variable]
SEXP data = Parent::get__();
^
1 warning generated.
clang++ -mmacosx-version-min=10.13 -std=gnu++11 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include' -I'/Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppArmadillo/include' -I/usr/local/include -fPIC -Wall -g -O2 -Wall -pedantic -fdiagnostics-color=always -c rcppbayesVAR.cpp -o rcppbayesVAR.o
In file included from rcppbayesVAR.cpp:3:
In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/RcppArmadillo/include/RcppArmadillo.h:34:
In file included from /Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/Rcpp.h:57:
/Library/Frameworks/R.framework/Versions/4.0/Resources/library/Rcpp/include/Rcpp/DataFrame.h:136:18: warning: unused variable 'data' [-Wunused-variable]
SEXP data = Parent::get__();
^
1 warning generated.
clang++ -mmacosx-version-min=10.13 -std=gnu++11 -dynamiclib -Wl,-headerpad_max_install_names -undefined dynamic_lookup -single_module -multiply_defined suppress -L/Library/Frameworks/R.framework/Resources/lib -L/usr/local/lib -o bayesVARTVP.so RcppExports.o rcppDrawBeta_CC.o rcppDrawBeta_DK.o rcppIRF.o rcppPredictiveSim.o rcppRmvnorm.o rcppbayesVAR.o -L/Library/Frameworks/R.framework/Resources/lib -lRlapack -L/Library/Frameworks/R.framework/Resources/lib -lRblas -L/usr/local/gfortran/lib/gcc/x86_64-apple-darwin18/8.2.0 -L/usr/local/gfortran/lib -lgfortran -lquadmath -lm -F/Library/Frameworks/R.framework/.. -framework R -Wl,-framework -Wl,CoreFoundation
ld: warning: directory not found for option '-L/usr/local/gfortran/lib/gcc/x86_64-apple-darwin18/8.2.0'
ld: warning: directory not found for option '-L/usr/local/gfortran/lib'
ld: library not found for -lgfortran
clang: error: linker command failed with exit code 1 (use -v to see invocation)
make: *** [bayesVARTVP.so] Error 1
ERROR: compilation failed for package ‘bayesVARTVP’
─ removing ‘/private/var/folders/y6/5fd4_3vd0dnfcyt69hl_y1600000gn/T/RtmpShwWfA/Rinst432858a881f3/bayesVARTVP’
-----------------------------------
ERROR: package installation failed
錯誤: Failed to install 'bayesVARTVP' from GitHub:
System command 'R' failed, exit status: 1, stdout + stderr (last 10 lines):
E> clang++ -mmacosx-version-min=10.13 -std=gnu++11 -dynamiclib -Wl,-headerpad_max_install_names -undefined dynamic_lookup -single_module -multiply_defined suppress -L/Library/Frameworks/R.framework/Resources/lib -L/usr/local/lib -o bayesVARTVP.so RcppExports.o rcppDrawBeta_CC.o rcppDrawBeta_DK.o rcppIRF.o rcppPredictiveSim.o rcppRmvnorm.o rcppbayesVAR.o -L/Library/Frameworks/R.framework/Resources/lib -lRlapack -L/Library/Frameworks/R.framework/Resources/lib -lRblas -L/usr/local/gfortran/lib/gcc/x86_64-apple-darwin18/8.2.0 -L/usr/local/gfortran/lib -lgfortran -lquadmath -lm -F/Library/Frameworks/R.framework/.. -framework R -Wl,-framework -Wl,CoreFoundation
E> ld: warning: directory not found for option '-L/usr/local/gfortran/lib/gcc/x86_64-apple-darwin18/8.2.0'
E> ld: warning: directory not found for option '-L/usr/local/gfortran/lib'
E> ld: library not fou
library(bayesVAR_TVP)
Error in library(bayesVAR_TVP) :
there is no package called ‘bayesVAR_TVP’
If anyone can tell me how you download it, I will really appreciate!
I couldn't install this package on both win7 and mac systems. It seems it has a problem. It is the error message:
Error: package or namespace load failed for 'bayesVARTVP' in library.dynam(lib, package, package.lib):
DLL 'bayesVAR' not found: maybe not installed for this architecture?
Error: loading failed
Execution halted
*** arch - x64
Error: package or namespace load failed for 'bayesVARTVP' in library.dynam(lib, package, package.lib):
DLL 'bayesVAR' not found: maybe not installed for this architecture?
Error: loading failed
Execution halted
ERROR: loading failed for 'i386', 'x64'
* removing 'C:/Users/Hamed/Documents/R/win-library/3.4/bayesVARTVP'
In R CMD INSTALL
Installation failed: Command failed (1)
i run the function beyesVAR_TVP with an error:
Error in index(y) : could not find function "index"
how to deal with it?? 3q~
I've been trying to install the bayesVAR_TVP package, but the package could not be installed, seems there is a problem with some files in the package, I always get these messages
Warning in get_bibentries(package = package, ..., stop_on_error = FALSE) :
Couldn't find file REFERENCES.bib in package `bayesVAR'
Loading required namespace: bayesVAR
Failed with error: 'there is no package called 'bayesVAR''
Warning in get_bibentries(package = package, ..., stop_on_error = FALSE) :
Couldn't find file REFERENCES.bib in package `bayesVAR'
Loading required namespace: bayesVAR
Failed with error: 'there is no package called 'bayesVAR''
Warning in eval(expr, env) :
Failed to insert reference with key = KoopKorobilis2010 from package = 'bayesVAR'.
Possible cause --- missing REFERENCES.bib in package 'bayesVAR' or '
Failed to insert reference with key = KoopKorobilis2010 from package = 'bayesVAR'.
Possible cause --- missing REFERENCES.bib in package 'bayesVAR' or 'bayesVAR' not installed.
Warning in eval(expr, env) :
Failed to insert reference with key = CC1994 from package = 'bayesVAR'. Possible cause ---
missing REFERENCES.bib in package 'bayesVAR' or 'bayesVAR' not installed.
Warning in eval(expr, env) :
Failed to insert reference with key = DK2002 from package = 'bayesVAR'. Possible cause ---
missing REFERENCES.bib in package 'bayesVAR' or 'bayesVAR' not installed.
Warning in eval(expr, env) :
Failed to insert reference with key = CogleySargent2005 from package = 'bayesVAR'.
Possible cause --- missing REFERENCES.bib in package 'bayesVAR' or 'bayesVAR' not installed.
*** installing help indices
converting help for package 'bayesVARTVP'
finding HTML links ... done
MinimumEntropy_weights html
bayesFAVAR_TVP html
bayesVAR_TVP html
impulse.response html
plot.beta html
predictive.density html
** building package indices
** testing if installed package can be loaded
Error: package or namespace load failed for 'bayesVARTVP' in library.dynam(lib, package, package.lib):
DLL 'bayesVAR' not found: maybe not installed for this architecture?
Error: loading failed
Execution halted
ERROR: loading failed
- removing
'C:/Users/BOUBEK~1/AppData/Local/Temp/RtmpYdejQ6/Rinst18d413135e92/bayesVARTVP'
In R CMD INSTALL
-----------------------------------
ERROR: package installation failed
Error: Failed to install 'bayesVARTVP' from GitHub:
System command error
my frend,
your package can not be build by Rstudio ,Windows systyem.
==> Rcpp::compileAttributes()
==> Rcmd.exe INSTALL --no-multiarch --with-keep.source bayesVARTVP
installing to library 'D:/Softwares/R-4.0.2/library'
installing source package 'bayesVARTVP' ...
** using staged installation
** libs
make: Nothing to be done for 'all'.
installing to D:/Softwares/R-4.0.2/library/00LOCK-bayesVARTVP/00new/bayesVARTVP/libs/x64
** R
** inst
** byte-compile and prepare package for lazy loading
** help
Warning in get_bibentries(package = package, ..., stop_on_error = FALSE) :
Couldn't find file REFERENCES.bib in package bayesVAR' Loading required namespace: bayesVAR Failed with error: 'there is no package called 'bayesVAR'' Warning in eval(expr, env) : Failed to insert reference with key = Robertson2005 from package = 'bayesVAR'. Possible cause --- missing REFERENCES.bib in package 'bayesVAR' or 'bayesVAR' not installed. Warning: E:/BuildPackages/bayesVARTVP/man/bayesFAVAR_TVP.Rd:42: unknown macro '\Lambda' Warning in get_bibentries(package = package, ..., stop_on_error = FALSE) : Couldn't find file REFERENCES.bib in package
bayesVAR'
Loading required namespace: bayesVAR
Failed with error: 'there is no package called 'bayesVAR''
Warning in get_bibentries(package = package, ..., stop_on_error = FALSE) :
Couldn't find file REFERENCES.bib in package bayesVAR' Loading required namespace: bayesVAR Failed with error: 'there is no package called 'bayesVAR'' Warning in get_bibentries(package = package, ..., stop_on_error = FALSE) : Couldn't find file REFERENCES.bib in package
bayesVAR'
Loading required namespace: bayesVAR
Failed with error: 'there is no package called 'bayesVAR''
Warning in get_bibentries(package = package, ..., stop_on_error = FALSE) :
Couldn't find file REFERENCES.bib in package bayesVAR' Loading required namespace: bayesVAR Failed with error: 'there is no package called 'bayesVAR'' Warning in eval(expr, env) : Failed to insert reference with key = KoopKorobilis2010 from package = 'bayesVAR'. Possible cause --- missing REFERENCES.bib in package 'bayesVAR' or 'bayesVAR' not installed. Warning in eval(expr, env) : Failed to insert reference with key = CC1994 from package = 'bayesVAR'. Possible cause --- missing REFERENCES.bib in package 'bayesVAR' or 'bayesVAR' not installed. Warning in eval(expr, env) : Failed to insert reference with key = DK2002 from package = 'bayesVAR'. Possible cause --- missing REFERENCES.bib in package 'bayesVAR' or 'bayesVAR' not installed. Warning in eval(expr, env) : Failed to insert reference with key = Bernanke2004 from package = 'bayesVAR'. Possible cause --- missing REFERENCES.bib in package 'bayesVAR' or 'bayesVAR' not installed. Warning in get_bibentries(package = package, ..., stop_on_error = FALSE) : Couldn't find file REFERENCES.bib in package
bayesVAR'
Loading required namespace: bayesVAR
Failed with error: 'there is no package called 'bayesVAR''
Warning in get_bibentries(package = package, ..., stop_on_error = FALSE) :
Couldn't find file REFERENCES.bib in package bayesVAR' Loading required namespace: bayesVAR Failed with error: 'there is no package called 'bayesVAR'' Warning in get_bibentries(package = package, ..., stop_on_error = FALSE) : Couldn't find file REFERENCES.bib in package
bayesVAR'
Loading required namespace: bayesVAR
Failed with error: 'there is no package called 'bayesVAR''
Warning in get_bibentries(package = package, ..., stop_on_error = FALSE) :
Couldn't find file REFERENCES.bib in package `bayesVAR'
Loading required namespace: bayesVAR
Failed with error: 'there is no package called 'bayesVAR''
Warning in eval(expr, env) :
Failed to insert reference with key = KoopKorobilis2010 from package = 'bayesVAR'. Possible cause --- missing REFERENCES.bib in package 'bayesVAR' or 'bayesVAR' not installed.
Warning in eval(expr, env) :
Failed to insert reference with key = CC1994 from package = 'bayesVAR'. Possible cause --- missing REFERENCES.bib in package 'bayesVAR' or 'bayesVAR' not installed.
Warning in eval(expr, env) :
Failed to insert reference with key = DK2002 from package = 'bayesVAR'. Possible cause --- missing REFERENCES.bib in package 'bayesVAR' or 'bayesVAR' not installed.
Warning in eval(expr, env) :
Failed to insert reference with key = CogleySargent2005 from package = 'bayesVAR'. Possible cause --- missing REFERENCES.bib in package 'bayesVAR' or 'bayesVAR' not installed.
*** installing help indices
converting help for package 'bayesVARTVP'
MinimumEntropy_weights html
bayesFAVAR_TVP html finding HTML links ... ����
bayesVAR_TVP html
impulse.response html
plot.beta html
predictive.density html
** building package indices
** testing if installed package can be loaded from temporary location
Error: package or namespace load failed for 'bayesVARTVP' in library.dynam(lib, package, package.lib):
DLL 'bayesVAR' not found: maybe not installed for this architecture?
����: ����ʧ��
ִֹͣ��
ERROR: loading failed
removing 'D:/Softwares/R-4.0.2/library/bayesVARTVP'
Exited with status 1.
i see the model use MCMC,so is it based on Jouchi Nakajima(2011) TVP-VAR model?
if not,which one is the model theoretical basis. thanks.
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