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bsvars

@bsvars.org

600 followers 280 following 190 posts

𝗯𝘀𝘃𝗮𝗿𝘀 and 𝗯𝘀𝘃𝗮𝗿𝗦𝗜𝗚𝗡𝘀: 𝗥 packages for Bayesian Structural Vector Autoregressions developed using frontier econometric methods and 𝗰𝗽𝗽 code by @tomaszwozniak.bsky.social and @adamwang15.bsky.social https://bsvars.org/ #bsvars #bsvarSIGNs #rstats

bsvars.org

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Reposted by bsvars

Tomasz Woźniak @tomaszwozniak.bsky.social · 16d

Hey, I'm giving two workshops this week!

ONLINE
✨Intro to C++ programming for R applications for Econometricians 🌟
🕐 Thursday 25 Sep
🌐 sites.google.com/view/dariia-...

IN MELBOURNE
✨ Getting Started with C++ for Faster Statistical Modelling in R 🌟
🕐 29 Sep
🌐 wombat2025.numbat.space

#rstats #rcpp

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Reposted by bsvars

Tomasz Woźniak @tomaszwozniak.bsky.social · 14d

👾 Only a few hours left 🤖

Join me this afternoon for the online 💙 Workshop for Ukraine 💛 organised by the fantastic ‪@dariia.bsky.social!

👽 We aim at making #rstats coders also C++ coders for R applications to speed up their algos! #Rcpp

🕡 Thu, 25 Sep, 6 pm CEST
🌐 Registrations: bit.ly/3wBeY4S

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Reposted by bsvars

Tomasz Woźniak @tomaszwozniak.bsky.social · 12d

🐨 Last chance to register! 🦘

🐋 For my Monday in-person and online workshop on 🦈 Getting Started with C++ for Faster Statistical Modelling in R 🕷️ taking place during the WOMBAT workshop #NoWombatEmoji

🕸️ Program and registrations at: wombat2025.numbat.space/program/tuto...

#rstats #rcpp

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Reposted by bsvars

Tomasz Woźniak @tomaszwozniak.bsky.social · 12d

🐨 Join me on Monday for an in-person and online workshop on 🐋 Getting Started with C++ for Faster Statistical Modelling in R 🦘 taking place during the WOMBAT workshop #NoWombatEmoji @wombat.numbat.space

🕸️ Program and registrations at: wombat2025.numbat.space/program/tuto... 🕷️

#rstats #rcpp

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bsvars @bsvars.org · 6d

⚠️ Publication alert! ⚠️ The methodological paper for the bsvars package has just been accepted for publication in the Journal of Econometrics! 📄 Here's it's author's accepted manuscript: doi.org/10.48550/arX...

Watch this space! 👀 Lot's of goodies coming up! 🌟

#bsvars #rstats

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bsvars @bsvars.org · 9d

🥳 When did that happen! 🎉

Our package bsvarSIGNs has just reached 5K downloads! 🚀

Thank you and stay with us!

#rstats #bsvarSIGNs

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bsvars @bsvars.org · Jul 30

Giovanni has just issued a package on scenario analysis based on our bsvars and bsvarSIGNs packages 🤩 check it out! 🎉

CRAN Package Updates Bot @cranberriesfeed.bsky.social · Jul 24

New CRAN package APRScenario with initial version 0.0.3.0
#rstats
https://cran.r-project.org/package=APRScenario

CRAN: Package APRScenario

Implements the scenario analysis proposed by Antolin-Diaz, Petrella and Rubio-Ramirez (2021) "Structural scenario analysis with SVARs" <<a href="https://doi.org/10.1016%2Fj.jmoneco.2020.06.001" target="_top">doi:10.1016/j.jmoneco.2020.06.001</a>>.

cran.r-project.org

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Reposted by bsvars

econmaett @econmaett.github.io · Jul 24

New #rstats 📦 {APRScenario} by Giovanni Lombardo implements scenario analysis with Bayesian SVAR proposed by Antolin-Diaz, Petrella and Rubio-Ramirez (2021) 👀

Made with @bsvars.org and #rcpp ✨

#econsky

wrap.warwick.ac.uk/id/eprint/13...

Antolin-Diaz, Juan, Petrella, Ivan and Rubio-Ramirez, Juan (2021) Structural scenario analysis with SVARs. Journal of Monetary Economics, 117 . pp. 798-815.

Source: https://doi.org/10.1016/j.jmoneco.2020.06.001

Ungated: https://wrap.warwick.ac.uk/id/eprint/136912/

Vignette of the R package {APRScenario}: Structural Scenario Analysis for Bayesian Structural Vector Autoregression Models made by Giovanni Lombardo

Implements the scenario analysis proposed by Antolin-Diaz, Petrella and Rubio-Ramirez (2021) "Structural scenario analysis with SVARs"

Source: https://cran.r-project.org/package=APRScenario

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bsvars @bsvars.org · Jul 13

People are saying 🤩

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bsvars @bsvars.org · Jul 10

🚀 When did that happen?! ✨ Packages bsvars and bsvarSIGNs have reached 2️⃣0️⃣K downloads on CRAN!

Thank you so much, everybody! ❤️💛

bsvars.org

#bsvars.org #bsvars #bsvarSIGNs #rstats #econsky

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bsvars @bsvars.org · Jul 8

🦘bsvars.org design concept pt. 4 🐨

🐋 Once you work with Bayesian structural dynamic non-linear system modelling everything takes a while! So, we delegate EVERYTHING to much faster C++ code! 🦈

🌐 bsvars.org

#bsvars.org #bsvars #bsvarSIGNs #cpp #rstats

Our packages delegate all computational tasks to C++ code. all time-intensive tasks are implemented in C++: estimation and forecasting, ofc. But with Bayesian multivariate dynamic structural non-linear models even simple tasks take time. so impulse responses etc. are implemented in C++ too... and all of them have R wrappers

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bsvars @bsvars.org · Jul 7

🖤 bsvars.org design concept pt. 3 💜

⭐ We use RcppArmadillo for linear algebra because we found it very fast on matrix operations and RNGs, well-documented, easy to use in packages. We 🖤 it! Seriously!

🌐 bsvars.org

#bsvars.org #bsvars #bsvarSIGNs #Rcpp #RcppArmadillo #rstats

bsvars.org design concept: Our packages use ReppArmadillo for linear algebra
frontier package for linear algebra linking R with C++ library Armadillo; implements fast random number generators; makes C++ code as expressive as R's (or MATLAB's). we love it!

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bsvars @bsvars.org · Jul 3

⭐ We implemented C++ code using Rcpp and could not be more glad about that! It's a fantastic facility with many functionalities.

✨ And @eddelbuettel.com is answering all Rcpp questions the following Canadian morning, which is so great!

🌐 bsvars.org

#bsvars.org #bsvars #bsvarSIGNs #Rcpp #rstats

Our packages rely on C++ code implemented using Rcpp: simple package development; simple setup, compilation, linking, object compatibility with R; parallel computations via openMP; super fast on loops; great community support.

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bsvars @bsvars.org · Jul 2

There has never been such enthusiastic reception of news about a concept! Never! 😆🤗🎉

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bsvars @bsvars.org · Jul 2

🚀 in the nearest posts we'll present the design concept behind the R packages 📦 @bsvars 🚀

Our driving principle was: SPEED and CONVENIENCE 🚄 🏪

Stay tuned for more!

#bsvars.org #bsvars #bsvarSIGNs #rstats

bsvars.org packages design concept: convenience of using R and the speed of algorithms written in C++

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bsvars @bsvars.org · Jul 2

I had LineageOS on my android phone and installing it was the best of decisions!

bsvars @bsvars.org · Jun 27

🚀 Exciting news! 😎 Our package bvarPANELs becomes bpvars! 👀

More updates coming up soon!

#bpvars #bsvars.org

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bsvars @bsvars.org · Jun 27

Check out our presentation about

🌟 bsvars.org design concept ✨

🌐 bsvars.org/2025-06-iifo...

#bsvars #bsvarSIGNs #rstats #Rpackages

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bsvars @bsvars.org · Jun 26

Thanks so much Mitch @mitchelloharawild.com for invitations and Rob @robjhyndman.com for discussion!

bsvars @bsvars.org · Jun 26

Hey hey! @bsvars.org is out at the IIF Workshop on Open Source Forecasting in Beijing where Adam @adamwang15.bsky.social is presenting

✨ bsvars.org design concept ⭐

Stay tuned!

#bsvars #bsvarsSIGNs #rstats #OpenSource #foss #forecasting

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bsvars @bsvars.org · Apr 25

I've prepared a cool figure of @bsvars packages cumulative downloads timeline, so I'm sharing 💝💖

bsvars.org

#rstats #bsvars #bsvarSIGNs

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bsvars @bsvars.org · Apr 20

We’ll do it right after the break. But not yet very soon. Have a good rest! Greetings, T

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bsvars @bsvars.org · Apr 20

Ok, colleagues! Let me just write that during the CRAN submission they found some reverse dependency problems, that is, that our bsvarSIGNs package showed errors with bsvars newer version. The CRAN folks recommend first to submit corrected bsvarSIGNs and only then bsvars.

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bsvars @bsvars.org · Apr 17

arxiv.org/abs/2410.15090

Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars

The R package bsvars provides a wide range of tools for empirical macroeconomic and financial analyses using Bayesian Structural Vector Autoregressions. It uses frontier econometric techniques and C++...

arxiv.org

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bsvars @bsvars.org · Apr 17

New exciting developments are coming up soon in the bsvars.org space! 💖💛 A vignette on arxiv comes first 🌟

arxiv.org/abs/2410.15090

#rstats #bsvars #econsky

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