Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage R package shrinkTVP version 3.1.2 CRAN Task View: Bayesian (https://CRAN.R-project.org/view=Bayesian) Efficient Markov chain Monte Carlo (MCMC) algorithms for fully Bayesian estimation of time-varying parameter models with shrinkage priors, both dynamic and static. Details on the algorithms used are provided in Bitto and Frühwirth-Schnatter (2019) <doi:10.1016/j.jeconom.2018.11.006> and Cadonna et al. (2020) <doi:10.3390/econometrics8020020> and Knaus and Frühwirth-Schnatter (2023) <doi:10.48550/arXiv.2312.10487>. For details on the package, please see Knaus et al. (2021) <doi:10.18637/jss.v100.i13>. For the multivariate extension, see the 'shrinkTVPVAR' package. Software Depends: R (>= 3.3.0) Imports: Rcpp, GIGrvg, stochvol (>= 3.0.3), coda, methods, utils, zoo LinkingTo: Rcpp, RcppArmadillo, GIGrvg, RcppProgress, stochvol, RcppGSL Suggests: testthat, knitr, rmarkdown, R.rsp Peter Knaus <peter.knaus@wu.ac.at> Comprehensive R Archive Network (CRAN) Peter Knaus [aut, cre] (ORCID: <https://orcid.org/0000-0001-6498-7084>), Angela Bitto-Nemling [aut], Annalisa Cadonna [aut] (ORCID: <https://orcid.org/0000-0003-0360-7628>), Sylvia Frühwirth-Schnatter [aut] (ORCID: <https://orcid.org/0000-0003-0516-5552>), Daniel Winkler [ctb], Kemal Dingic [ctb] GPL (>= 2) 2026-07-13 application/tgz https://CRAN.R-project.org/package=shrinkTVP doi:10.32614/CRAN.package.shrinkTVP