got rid of normalisation from estimate #1

bsvars · Jan 18, 2024 · 2400290 · 2400290
1 parent 710e88a
commit 2400290
Showing 1 changed file with 0 additions and 10 deletions.
diff --git a/R/estimate.BSVARSIGN.R b/R/estimate.BSVARSIGN.R
@@ -65,11 +65,6 @@ estimate.BSVARSIGN <- function(specification, S, thin = 10, show_progress = TRUE
   specification$starting_values$set_starting_values(qqq$last_draw)
   output              = specify_posterior_bsvarSIGN$new(specification, qqq$posterior)
 
-  # normalise output
-  BB                  = qqq$last_draw$B
-  BB                  = diag(sign(diag(BB))) %*% BB
-  normalise_posterior(output, BB)
-
   return(output)
 }
 
@@ -97,10 +92,5 @@ estimate.PosteriorBSVARSIGN <- function(specification, S, thin = 10, show_progre
   specification$last_draw$starting_values$set_starting_values(qqq$last_draw)
   output              = specify_posterior_bsvarSIGN$new(specification$last_draw, qqq$posterior)
 
-  # normalise output
-  BB                  = qqq$last_draw$B
-  BB                  = diag(sign(diag(BB))) %*% BB
-  normalise_posterior(output, BB)
-
   return(output)
 }