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srvar-toolkit 0.3.0 documentation
srvar-toolkit 0.3.0 documentation

Getting started

  • Installation
  • Quickstart
  • Development workflow

User guide

  • Concepts
  • Glossary
  • Configuration guide
  • Configuration reference
  • Model recipes
  • Evaluation and scoring conventions
  • Backtesting (rolling/expanding)
  • Limitations and performance
  • Frequently asked questions

Theory

  • Shadow-rate VAR
  • Effective lower bound (ELB) data augmentation
  • Stochastic volatility (SV)
  • Variable selection and shrinkage (SSVS)
  • MCMC overview

Reference

  • Reference
    • srvar.api
    • srvar.analysis
    • srvar.artifacts
    • srvar.spec
    • srvar.data.dataset
    • srvar.elb
    • srvar.sv
    • srvar.ssvs
    • srvar.plotting
    • srvar.theme
    • srvar.results
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