Thank you for developing this great package! I am currently using it for Markov-switching VAR modeling tasks, and it runs pretty well. I have two minor questions. First, would you consider adding more VAR-related features, such as causality analysis and impulse response function? Second, out of curiosity, have you used OpenMP in the C++ codes?
Thank you for developing this great package! I am currently using it for Markov-switching VAR modeling tasks, and it runs pretty well. I have two minor questions. First, would you consider adding more VAR-related features, such as causality analysis and impulse response function? Second, out of curiosity, have you used OpenMP in the C++ codes?