Hi Fabian @FK83
Thanks for this package! May I ask you to have a look at the problem that the function bvar.sv.tvp crushes with with the argument save.parameters = FALSE. Here's my minimal reproducible example with outputs.
> data(usmacro)
> bvar.sv.tvp(
+ usmacro,
+ nrep = 1e1,
+ nburn = 1e2,
+ save.parameters = FALSE
+ )
[1] "2025-11-26 15:48:17.779889 -- now starting MCMC"
[1] "2025-11-26 15:48:17.9272 -- now at iteration 100"
Error in bvar.sv.tvp(usmacro, nrep = 10, nburn = 100, save.parameters = FALSE) :
object 'Sigt.alldraws' not found
It would be fantastic if you could acommodate it. Thanks!
Greetings, Tomasz