Index A | B | C | D | E | F | G | H | I | K | L | M | N | O | P | Q | R | S | T | V A a0_c (srvar.spec.BLassoSpec attribute) a0_global (srvar.spec.BLassoSpec attribute) a0_L (srvar.spec.BLassoSpec attribute) abeta (srvar.spec.DLSpec attribute) annotation_size (srvar.theme.Typography attribute) applies_to (srvar.elb.ElbSpec attribute) apply_elb_floor() (in module srvar.elb) apply_srvar_style() (in module srvar.theme) B b0_c (srvar.spec.BLassoSpec attribute) b0_global (srvar.spec.BLassoSpec attribute) b0_L (srvar.spec.BLassoSpec attribute) band_alpha (srvar.theme.Layout attribute) band_fill (srvar.theme.Palette attribute) bar_alpha (srvar.theme.Layout attribute) baseline_draws (srvar.results.HistoricalDecompositionResult attribute) beta_draws (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) blasso (srvar.spec.PriorSpec attribute) BLassoSpec (class in srvar.spec) bound (srvar.elb.ElbSpec attribute) burn_in (srvar.spec.SamplerConfig attribute) C contributions_draws (srvar.results.HistoricalDecompositionResult attribute) covariance (srvar.sv.VolatilitySpec attribute) coverage (srvar.theme.Palette attribute) crps (srvar.theme.Palette attribute) D Dataset (class in srvar.data.dataset) dataset (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) df (srvar.spec.ShockSpec attribute) dl (srvar.spec.PriorSpec attribute) dl_scaler (srvar.spec.DLSpec attribute) DLSpec (class in srvar.spec) dpi_display (srvar.theme.Layout attribute) dpi_save (srvar.theme.Layout attribute) draws (srvar.results.FEVDResult attribute) (srvar.results.ForecastResult attribute) (srvar.results.IRFResult attribute) (srvar.spec.SamplerConfig attribute) dynamics (srvar.sv.VolatilitySpec attribute) E elb (srvar.spec.ModelSpec attribute) ElbSpec (class in srvar.elb) enabled (srvar.elb.ElbSpec attribute) (srvar.sv.VolatilitySpec attribute) epsilon (srvar.sv.VolatilitySpec attribute) F factor_draws (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) family (srvar.spec.PriorSpec attribute) (srvar.spec.ShockSpec attribute) (srvar.theme.Typography attribute) fevd_cholesky() (in module srvar.analysis) fevd_from_irf() (in module srvar.analysis) FEVDResult (class in srvar.results) figure_panel (srvar.theme.Layout attribute) figure_single (srvar.theme.Layout attribute) figure_square (srvar.theme.Layout attribute) figure_wide (srvar.theme.Layout attribute) fill_alpha (srvar.theme.Layout attribute) fit() (in module srvar.api) FitNPZ (class in srvar.artifacts) FitResult (class in srvar.results) fix_intercept (srvar.spec.SSVSSpec attribute) forecast (srvar.theme.Palette attribute) forecast() (in module srvar.api) ForecastResult (class in srvar.results) from_arrays() (srvar.data.dataset.Dataset static method) from_blasso() (srvar.spec.PriorSpec static method) from_dl() (srvar.spec.PriorSpec static method) from_ssvs() (srvar.spec.PriorSpec static method) G gamma0_prior_mean (srvar.sv.VolatilitySpec attribute) gamma0_prior_var (srvar.sv.VolatilitySpec attribute) gamma_draws (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) get_alpha() (in module srvar.theme) get_color() (in module srvar.theme) get_figsize() (in module srvar.theme) get_linewidth() (in module srvar.theme) grid (srvar.theme.Palette attribute) H h0_draws (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) h0_factor_draws (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) h0_prior_mean (srvar.sv.VolatilitySpec attribute) h0_prior_var (srvar.sv.VolatilitySpec attribute) h_draws (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) h_factor_draws (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) historical_decomposition_cholesky() (in module srvar.analysis) HistoricalDecompositionResult (class in srvar.results) horizons (srvar.results.FEVDResult attribute) (srvar.results.ForecastResult attribute) (srvar.results.IRFResult attribute) I identification (srvar.results.FEVDResult attribute) (srvar.results.HistoricalDecompositionResult attribute) (srvar.results.IRFResult attribute) include_intercept (srvar.spec.ModelSpec attribute) inclusion (srvar.theme.Palette attribute) inclusion_prob (srvar.spec.MuSSVSSpec attribute) (srvar.spec.SSVSSpec attribute) init_offset (srvar.elb.ElbSpec attribute) intercept_slab_var (srvar.spec.SSVSSpec attribute) inv_v0_vec (srvar.spec.MinnesotaCanonicalSpec attribute) irf_cholesky() (in module srvar.analysis) irf_reduced_form() (in module srvar.analysis) irf_sign_restricted() (in module srvar.analysis) IRFResult (class in srvar.results) K k_factors (srvar.sv.VolatilitySpec attribute) L label_size (srvar.theme.Typography attribute) label_weight (srvar.theme.Typography attribute) lambda_draws (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) lambda_init (srvar.spec.BLassoSpec attribute) latent_dataset (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) latent_draws (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) (srvar.results.ForecastResult attribute) Layout (class in srvar.theme) layout (srvar.theme.Theme attribute) legend_frameon (srvar.theme.Layout attribute) legend_size (srvar.theme.Typography attribute) line_data (srvar.theme.Layout attribute) line_grid (srvar.theme.Layout attribute) line_median (srvar.theme.Layout attribute) line_reference (srvar.theme.Layout attribute) load_fit_npz() (in module srvar.artifacts) load_forecast_npz() (in module srvar.artifacts) load_run_dir() (in module srvar.artifacts) loading_draws (srvar.results.FitResult property) loading_prior_var (srvar.sv.VolatilitySpec attribute) log_e2_star() (in module srvar.sv) M m0 (srvar.spec.NIWPrior attribute) marker_size (srvar.theme.Layout attribute) mean (srvar.results.FEVDResult attribute) (srvar.results.ForecastResult attribute) (srvar.results.HistoricalDecompositionResult attribute) (srvar.results.IRFResult attribute) metadata (srvar.results.FEVDResult attribute) (srvar.results.HistoricalDecompositionResult attribute) (srvar.results.IRFResult attribute) minnesota_canonical (srvar.spec.PriorSpec attribute) MinnesotaCanonicalSpec (class in srvar.spec) mn (srvar.results.PosteriorNIW attribute) mode (srvar.spec.BLassoSpec attribute) (srvar.spec.MinnesotaCanonicalSpec attribute) model (srvar.results.FitResult attribute) ModelSpec (class in srvar.spec) module srvar.analysis srvar.api srvar.artifacts srvar.data.dataset srvar.elb srvar.plotting srvar.results srvar.spec srvar.ssvs srvar.sv srvar.theme mu0 (srvar.spec.SteadyStateSpec attribute) mu_draws (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) mu_gamma_draws (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) MuSSVSSpec (class in srvar.spec) N N (srvar.data.dataset.Dataset property) name (srvar.theme.Theme attribute) niw (srvar.spec.PriorSpec attribute) niw_default() (srvar.spec.PriorSpec static method) niw_minnesota() (srvar.spec.PriorSpec static method) niw_minnesota_canonical() (srvar.spec.PriorSpec static method) niw_minnesota_legacy() (srvar.spec.PriorSpec static method) niw_minnesota_tempered() (srvar.spec.PriorSpec static method) NIWPrior (class in srvar.spec) nu0 (srvar.spec.NIWPrior attribute) nun (srvar.results.PosteriorNIW attribute) O observed (srvar.theme.Palette attribute) outlier_prob (srvar.spec.ShockSpec attribute) outlier_variance (srvar.spec.ShockSpec attribute) P p (srvar.spec.ModelSpec attribute) Palette (class in srvar.theme) palette (srvar.theme.Theme attribute) phi_prior_mean (srvar.sv.VolatilitySpec attribute) phi_prior_var (srvar.sv.VolatilitySpec attribute) pit (srvar.theme.Palette attribute) plot_crps_by_horizon() (in module srvar.plotting) plot_forecast_coverage() (in module srvar.plotting) plot_forecast_fanchart() (in module srvar.plotting) plot_pit_histogram() (in module srvar.plotting) plot_shadow_rate() (in module srvar.plotting) plot_ssvs_inclusion() (in module srvar.plotting) plot_trace() (in module srvar.plotting) plot_volatility() (in module srvar.plotting) posterior (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) PosteriorNIW (class in srvar.results) prior (srvar.results.FitResult attribute) PriorSpec (class in srvar.spec) Q q_draws (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) q_prior_var (srvar.sv.VolatilitySpec attribute) quantiles (srvar.results.FEVDResult attribute) (srvar.results.ForecastResult attribute) (srvar.results.HistoricalDecompositionResult attribute) (srvar.results.IRFResult attribute) R reference (srvar.theme.Palette attribute) reset_style() (in module srvar.theme) S s0 (srvar.spec.NIWPrior attribute) sample_ar1_params() (in module srvar.sv) sample_beta_svrw() (in module srvar.sv) sample_gamma_rows() (in module srvar.ssvs) sample_h0() (in module srvar.sv) sample_h0_ar1() (in module srvar.sv) sample_h_ar1() (in module srvar.sv) sample_h_svrw() (in module srvar.sv) sample_mixture_indicators() (in module srvar.sv) sample_shadow_value() (in module srvar.elb) sample_shadow_value_fsv() (in module srvar.elb) sample_shadow_value_svcov() (in module srvar.elb) sample_shadow_value_svrw() (in module srvar.elb) sample_sigma_eta2() (in module srvar.sv) sample_sigma_eta2_ar1() (in module srvar.sv) sampler (srvar.results.FitResult attribute) SamplerConfig (class in srvar.spec) save_fit_npz() (in module srvar.artifacts) save_forecast_npz() (in module srvar.artifacts) sequential (srvar.theme.Palette property) shadow (srvar.theme.Palette attribute) shock_draws (srvar.results.HistoricalDecompositionResult attribute) shocks (srvar.results.FEVDResult attribute) (srvar.results.HistoricalDecompositionResult attribute) (srvar.results.IRFResult attribute) (srvar.spec.ModelSpec attribute) ShockSpec (class in srvar.spec) sigma2 (srvar.spec.MinnesotaCanonicalSpec attribute) sigma_draws (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) sigma_eta2_draws (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) sigma_eta2_factor_draws (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) sigma_eta_prior_nu0 (srvar.sv.VolatilitySpec attribute) sigma_eta_prior_s0 (srvar.sv.VolatilitySpec attribute) slab_var (srvar.spec.MuSSVSSpec attribute) (srvar.spec.SSVSSpec attribute) sn (srvar.results.PosteriorNIW attribute) spike_var (srvar.spec.MuSSVSSpec attribute) (srvar.spec.SSVSSpec attribute) spine (srvar.theme.Palette attribute) srvar.analysis module srvar.api module srvar.artifacts module srvar.data.dataset module srvar.elb module srvar.plotting module srvar.results module srvar.spec module srvar.ssvs module srvar.sv module srvar.theme module srvar_style() (in module srvar.theme) ssvs (srvar.spec.PriorSpec attribute) (srvar.spec.SteadyStateSpec attribute) SSVSSpec (class in srvar.spec) steady_state (srvar.spec.ModelSpec attribute) SteadyStateSpec (class in srvar.spec) store_factor_draws (srvar.sv.VolatilitySpec attribute) sv_gamma0_draws (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) sv_phi_draws (srvar.artifacts.FitNPZ attribute) (srvar.results.FitResult attribute) T T (srvar.data.dataset.Dataset property) tau_init (srvar.spec.BLassoSpec attribute) tempered_alpha (srvar.spec.MinnesotaCanonicalSpec attribute) text (srvar.theme.Palette attribute) Theme (class in srvar.theme) thin (srvar.spec.SamplerConfig attribute) tick_size (srvar.theme.Typography attribute) tight_layout_pad (srvar.theme.Layout attribute) time_index (srvar.data.dataset.Dataset attribute) (srvar.results.HistoricalDecompositionResult attribute) title_size (srvar.theme.Typography attribute) title_weight (srvar.theme.Typography attribute) to_rcparams() (srvar.theme.Theme method) tol (srvar.elb.ElbSpec attribute) truncnorm_rvs_upper() (in module srvar.elb) Typography (class in srvar.theme) typography (srvar.theme.Theme attribute) V v0 (srvar.spec.NIWPrior attribute) v0_diag_from_gamma() (in module srvar.ssvs) v0_mu (srvar.spec.SteadyStateSpec attribute) values (srvar.data.dataset.Dataset attribute) variables (srvar.data.dataset.Dataset attribute) (srvar.results.FEVDResult attribute) (srvar.results.ForecastResult attribute) (srvar.results.HistoricalDecompositionResult attribute) (srvar.results.IRFResult attribute) vn (srvar.results.PosteriorNIW attribute) volatility (srvar.spec.ModelSpec attribute) (srvar.theme.Palette attribute) VolatilitySpec (class in srvar.sv)