bsvars

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

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...

People are saying 🤩

🚀 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

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

🦘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

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!

🖤 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

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.

⭐ 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

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

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

🚀 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

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

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

More updates coming up soon!

#bpvars #bsvars.org

Check out our presentation about

🌟 bsvars.org design concept ✨

🌐 bsvars.org/2025-06-iifo...

#bsvars #bsvarSIGNs #rstats #Rpackages

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

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

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

bsvars.org

#rstats #bsvars #bsvarSIGNs

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

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.

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/abs/2410.15090

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

Hey, thanks @econmaett.bsky.social for this question! It got me thinking, but here's my answer:

1. My packages are research driven (esp bsvars that is based on my research). This means that I'm looking for the most efficient and problem-specific samplers and algorithms.
👇
#rstats #econsky

@tomaszwozniak.bsky.social when you started to create your amazing series of #RStars packages for Bayesian macroeconometrics @bsvars.org, what prompted you to implement the methods directly in Rcpp/C++ instead of relying on popular frameworks such as #Stan? 🤔
#EconSky

This is how we do it!

106 exclusion restrictions on autoregressive matrix by donotdespair · Pull Request #111 · bsvars/bsvars

Uuu! Have a look at what's coming up next in the R package bsvars 💝💖

I have received really a lot of messages from users asking about or requesting this feature and here it comes! 💘 For all models ❤️💛

github.com/bsvars/bsvar...

#bsvars #rstats #econsky

Yeah, you can download them, so I guess they are :)

Adam spotted a mistake in the C++ code for historical decompositions that was giving us some headache - and triggered many comments from the users - and submitted a Pull Request fixing some indices. Thank you Adam! 🚀⭐

historical decomposition by adamwang15 · Pull Request #108 · bsvars/bsvars Hey @donotdespair, Seems like this fixes the historical decomposition problem bsvars/bsvarSIGNs#47! Can be tested with this script: set.seed(123) devtools::load_all(".") T <- 100 N &...

This is so cool!✨ Historical decomposition in the bsvars ❤️💛 and bsvarSIGNs 🖤💜 packages are fixed now by @adamwang15.bsky.social! 🐛

github.com/bsvars/bsvar...

#rstats #bsvars #bsvarSIGNs #cooperation #econsky

I agree! The authors have the capacity of doing this by themselves though! They’re smart cookies 🍪

Hey, please have a look at the presentation slides from Adam's @adamwang15.bsky.social yesterday's Workshop for Ukraine by @dariia.bsky.social ! Lot's of good materials here: bsvars.org/2025-03-bsva...

#rstats #bsvarSIGNs #macro #optimism #monetary #econsky

Dariia Mykhailyshyna - Workshops for Ukraine Feedback on the past workshops (if you want to learn how to make wordclouds, check out Text Data Analysis workshop below)

Time: 2 pm CET
Registration: follow direction at sites.google.com/view/dariia-...

This is part of the fantastic Workshops for Ukraine 💙💛 by @dariia.bsky.social

Join us TODAY for the *Introduction to Empirical Macroeconomics with R* workshop by @adamwang15.bsky.social presenting our {bsvarSIGNs} package 🖤💜 with:

📈 Australian monetary policy analysis
😺 optimism shock effects

#rstats #IsupportUkraine #bsvarSIGNs #econsky