koma: Bayesian Simultaneous Equation Models for Forecasting
Estimate and forecast Bayesian simultaneous equation models for macroeconomic time series. Provides tools to specify systems of behavioral equations and accounting identities, transform and manage time series, simulate from the posterior using a Metropolis-within-Gibbs sampler, and generate unconditional and conditional forecasts with user-defined priors and restrictions. Methods are described in Rathke A. and Sarferaz S. (forthcoming) "Bayesian Estimation of Simultaneous Equations Model".
| Version: | 0.4.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | cli (≥ 3.6.3), doFuture (≥ 1.0.0), foreach (≥ 1.5.2), glue (≥ 1.8.0), methods, progressr (≥ 0.15.0), purrr (≥ 1.0.4), rlang (≥ 1.1.6), stats (≥ 4.0.2), tempdisagg (≥ 1.1), utils (≥ 4.4.1) |
| Suggests: | devtools (≥ 2.4.5), ggplot2 (≥ 3.5.0), usethis (≥ 3.1.0), pkgdown (≥ 2.0.7), knitr (≥ 1.43), rmarkdown (≥ 2.24), future (≥ 1.33.0), parallelly (≥ 1.36.0), withr (≥ 3.0.0), texreg (≥ 1.39.4), testthat (≥ 3.2.3), plotly (≥ 4.11.0), webshot2 (≥ 0.1.2) |
| Published: | 2026-10-02 |
| DOI: | 10.32614/CRAN.package.koma |
| Author: | Samad Sarferaz 
[aut, cph],
Merlin Scherer
[aut, cre, cph],
Laurent Florin [ctb],
Andrew D. Martin [ctb, cph] (Adapted rwish/riwish code from MCMCpack),
Kevin M. Quinn [ctb, cph] (Adapted rwish/riwish code from MCMCpack),
Jong Hee Park [ctb, cph] (Adapted rwish/riwish code from MCMCpack),
Bill Venables [ctb, cph] (Adapted multivariate_norm code from
MASS::mvrnorm),
Brian D. Ripley [ctb, cph] (Adapted multivariate_norm code from
MASS::mvrnorm) |
| Maintainer: | Merlin Scherer <scherer at kof.ethz.ch> |
| BugReports: | https://github.com/TimothyMerlin/koma/issues |
| License: | GPL (≥ 3) |
| URL: | https://timothymerlin.github.io/koma/, https://github.com/TimothyMerlin/koma |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | koma results |
Documentation:
| Reference manual: | koma.html , koma.pdf |
| Vignettes: |
koma-diagnostics (source, R code) equations (source) koma-error-correction (source, R code) koma-extended-timeseries (source, R code) koma (source, R code) koma-hpd (source, R code) klein (source, R code) parallel (source, R code) small_open_economy (source, R code) |
Downloads:
| Package source: | koma_0.4.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
| Old sources: | koma archive |
Linking:
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