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provide appropriate backup for the use of lm
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+ toget rid of a note!
+ why are we using lm at all?! let's doe this!
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donotdespair committed Jun 23, 2024
1 parent 22586f3 commit 1dfbcc3
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1 change: 1 addition & 0 deletions NAMESPACE
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Expand Up @@ -17,4 +17,5 @@ importFrom(bsvars,compute_structural_shocks)
importFrom(bsvars,compute_variance_decompositions)
importFrom(bsvars,estimate)
importFrom(bsvars,forecast)
importFrom(stats,lm)
useDynLib(bsvarSIGNs, .registration = TRUE)
1 change: 1 addition & 0 deletions R/bsvarSIGNs-package.R
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Expand Up @@ -16,6 +16,7 @@
#' @import bsvars
#' @import RcppArmadillo
#' @import RcppProgress
#' @importFrom stats lm
#' @note This package is currently in active development. We give no
#' warranty that anything here works.
#' @author Xiaolei Wang \email{[email protected]} Tomasz Woźniak \email{[email protected]}
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2 changes: 1 addition & 1 deletion R/specify_bsvarSIGN.R
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Expand Up @@ -156,7 +156,7 @@ specify_prior_bsvarSIGN = R6::R6Class(
Y = data
T = nrow(Y)
lambda = 0.2
psi = sapply(1:N, \(i) summary(lm(Y[2:T, i] ~ Y[1:(T - 1), i]))$sigma^2)
psi = sapply(1:N, \(i) summary(stats::lm(Y[2:T, i] ~ Y[1:(T - 1), i]))$sigma^2)

hyper = matrix(NA, N + 3, 1)
hyper[3, ] = lambda
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