Bayesian Vector Heterogeneous Autoregressive Modeling R package bvhar version 2.4.1 Tools to model and forecast multivariate time series including Bayesian Vector heterogeneous autoregressive (VHAR) model by Kim & Baek (2023) (<doi:10.1080/00949655.2023.2281644>). 'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models. Software Depends: R (>= 4.2.0) Imports: lifecycle, Rcpp, ggplot2, tidyr, tibble, dplyr, foreach, purrr, stats, optimParallel, posterior, bayesplot, utils LinkingTo: BH (>= 1.87.0-0), Rcpp (>= 0.10.0), RcppEigen (>= 0.3.4.0.0), RcppNumerical, RcppSpdlog, RcppThread Suggests: covr, knitr, parallel, rmarkdown, testthat (>= 3.0.0) Young Geun Kim <ygeunkimstat@gmail.com> Comprehensive R Archive Network (CRAN) Young Geun Kim [aut, cre, cph] (ORCID: <https://orcid.org/0000-0001-8651-1167>), Changryong Baek [ctb] MIT + file LICENSE (https://CRAN.R-project.org/package=bvhar/LICENSE) 2026-06-05 application/tgz https://CRAN.R-project.org/package=bvhar doi:10.32614/CRAN.package.bvhar