debug sign restriction for B #11

bsvars · Mar 17, 2024 · 1a438b1 · 1a438b1
1 parent 12dbf94
commit 1a438b1
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diff --git a/src/bsvars_sign.cpp b/src/bsvars_sign.cpp
@@ -81,6 +81,7 @@ Rcpp::List bsvar_sign_cpp(
     aux_B         = bsvars::sample_B_homosk1(aux_B, aux_A, aux_hyper, Y, X, prior, VB);
 
     if (s % thin == 0) {
+      // aux_w, aux_A, aux_B are updated by referencing
       Q                          = sample_Q(lags, Y, X, 
                                             aux_w, aux_A, aux_B, aux_hyper, 
                                             prior, VB,

diff --git a/src/sample_Q.cpp b/src/sample_Q.cpp
@@ -199,7 +199,7 @@ arma::mat sample_Q(
   while (n_tries < max_tries && !success) {
     Q = rortho_cpp(N);
 
-    if (match_sign_irf(Q, sign_irf, irf) && match_sign(aux_B, sign_B)) {
+    if (match_sign_irf(Q, sign_irf, irf) && match_sign(Q.t() * aux_B, sign_B)) {
       if (!has_narrative) {
         success = true;
       } else {