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^_pkgdown\.yml$ | ||
^docs$ | ||
^pkgdown$ | ||
^cran-comments\.md$ |
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Description: Implements state-of-the-art algorithms for the Bayesian analysis of Structural Vector Autoregressions identified by sign, zero, and narrative restrictions. The core model is based on a flexible Vector Autoregression with estimated hyper-parameters of the Minnesota prior as in Giannone, Lenza, Primiceri (2015) <doi:10.1162/REST_a_00483>. The sign restrictions are implemented employing the methods proposed by Rubio-Ramírez, Waggoner & Zha (2010) <doi:10.1111/j.1467-937X.2009.00578.x>, while identification through sign and zero restrictions follows the approach developed by Arias, Rubio-Ramírez, & Waggoner (2018) <doi:10.3982/ECTA14468>. Furthermore, our tool provides algorithms for identification via sign and narrative restrictions, in line with the methods introduced by Antolín-Díaz and Rubio-Ramírez (2018) <doi:10.1257/aer.20161852>. Users can also estimate a model with sign, zero, and narrative restrictions imposed at once. The package facilitates predictive and structural analyses using impulse responses, forecast error variance and historical decompositions, forecasting and conditional forecasting, as well as analyses of structural shocks and fitted values. All this is complemented by colourful plots, user-friendly summary functions, and comprehensive documentation. The `bsvarSIGNs` package is aligned regarding objects, workflows, and code structure with the R package 'bsvars' by Woźniak (2024) <doi:10.32614/CRAN.package.bsvars>, and they constitute an integrated toolset. | ||
License: GPL (>= 3) | ||
Imports: | ||
R6, | ||
Rcpp (>= 1.0.12), | ||
RcppArmadillo, | ||
RcppProgress | ||
RcppProgress, | ||
R6 | ||
LinkingTo: | ||
bsvars, | ||
Rcpp, | ||
RcppArmadillo, | ||
RcppProgress | ||
RcppArmadillo, | ||
RcppProgress, | ||
bsvars | ||
Depends: | ||
R (>= 2.10), | ||
RcppArmadillo, | ||
bsvars | ||
Suggests: tinytest | ||
URL: https://bsvars.github.io/bsvarSIGNs/ | ||
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## Submission notes bsvarSIGNs v1.0 | ||
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## R CMD check results | ||
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There were no ERRORs, WARNINGs, or NOTEs. | ||
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## GitHub R-CMD-check using `usethis::use_github_action_check_standard()` | ||
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Passing on all platforms! | ||
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## Check at using `devtools::check(manual = TRUE, remote = TRUE, incoming = TRUE)` | ||
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This shows: | ||
> Maintainer: ‘Xiaolei Wang <[email protected]>’ | ||
> Found the following (possibly) invalid URLs: | ||
> URL: https://www.linkedin.com/in/tomaszwwozniak | ||
> From: README.md | ||
> Status: 999 | ||
> URL: https://www.linkedin.com/in/xiaolei-adam-wang/ | ||
> From: README.md | ||
> Status: 999 | ||
This is not a problem with the link, but how LinkedIn responds to automatic checks as documented e.g. [HERE](https://stackoverflow.com/questions/27231113/999-error-code-on-head-request-to-linkedin) and [HERE](https://http.dev/999) | ||
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It also shows: | ||
> Package in Depends/Imports which should probably only be in LinkingTo: ‘RcppArmadillo’ | ||
This is not a problem as `RcppArmadillo` is used in the package and is not a problem to be in `Depends` or `Imports`. We tested various scenarios of includeing `RcppArmadillo` in dependencies, and only the current setup compiles and installs the package correctly. It shows this note nevertheless. | ||
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## Done some more tests from `usethis::use_release_issue()` | ||
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All good here! |