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bsvars.org
bsvars
@bsvars.org
600 followers 300 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
Posts Replies Media Videos
bsvars.org
💖 WOOOHOOO!!! 💝 The {bsvars} package has just reached 20K DOWNLOADS! 🎀 Thank you so SO much! ✨

Watch this space! More great things are coming up soon!

#rstats #bsvars
October 16, 2025 at 3:57 AM
bsvars.org
💓💛 The methodological paper for the {bsvars} package is now on the website of the Journal of Econometrics! 🎀 It's OPEN ACCESS so you can download and read it for free! 💖
tomaszwozniak.bsky.social Tomasz Woźniak @tomaszwozniak.bsky.social · Oct 10
👽 There it is! 👾 Our new and shiny paper for the Journal of Econometrics! 🤖 doi.org/10.1016/j.je... 🚀

In this paper:
✅ we provide general conditions for partial identification of Structural VARs through heteroskedasticity

👇

#econometrics #1000hofComputations #itwaswothit
October 16, 2025 at 3:55 AM
Reposted by bsvars
tomaszwozniak.bsky.social
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
September 23, 2025 at 1:41 AM
Reposted by bsvars
tomaszwozniak.bsky.social
👾 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
September 25, 2025 at 6:12 AM
Reposted by bsvars
tomaszwozniak.bsky.social
🐨 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
September 27, 2025 at 4:26 AM
Reposted by bsvars
tomaszwozniak.bsky.social
🐨 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
September 27, 2025 at 4:32 AM
bsvars.org
⚠️ 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
October 3, 2025 at 7:10 AM
bsvars.org
🥳 When did that happen! 🎉

Our package bsvarSIGNs has just reached 5K downloads! 🚀

Thank you and stay with us!

#rstats #bsvarSIGNs
September 29, 2025 at 12:40 PM
bsvars.org
Giovanni has just issued a package on scenario analysis based on our bsvars and bsvarSIGNs packages 🤩 check it out! 🎉
July 30, 2025 at 1:07 AM
bsvars.org
People are saying 🤩
July 13, 2025 at 11:15 AM
bsvars.org
🚀 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
July 10, 2025 at 7:41 AM
bsvars.org
🦘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
July 8, 2025 at 11:24 AM
bsvars.org
🖤 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!
July 7, 2025 at 10:10 AM
bsvars.org
⭐ 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.
July 3, 2025 at 11:29 AM
bsvars.org
🚀 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++
July 2, 2025 at 4:22 AM
bsvars.org
🚀 Exciting news! 😎 Our package bvarPANELs becomes bpvars! 👀

More updates coming up soon!

#bpvars #bsvars.org
June 27, 2025 at 12:26 PM
bsvars.org
Check out our presentation about

🌟 bsvars.org design concept ✨

🌐 bsvars.org/2025-06-iifo...

#bsvars #bsvarSIGNs #rstats #Rpackages
June 27, 2025 at 12:23 PM
bsvars.org
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
June 26, 2025 at 5:47 AM
bsvars.org
I've prepared a cool figure of @bsvars packages cumulative downloads timeline, so I'm sharing 💝💖

bsvars.org

#rstats #bsvars #bsvarSIGNs
April 25, 2025 at 11:32 AM
bsvars.org
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
April 17, 2025 at 5:05 AM
Reposted by bsvars
tomaszwozniak.bsky.social
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
April 13, 2025 at 12:58 AM
bsvars.org
This is how we do it!
April 10, 2025 at 6:35 AM
bsvars.org
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
106 exclusion restrictions on autoregressive matrix by donotdespair · Pull Request #111 · bsvars/bsvars
github.com
April 9, 2025 at 1:53 PM