From 2400290f85ddbed95808dee1882e48aa0d0dad8e Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Tomasz=20Wo=C5=BAniak?= Date: Thu, 18 Jan 2024 16:04:12 +1100 Subject: [PATCH] got rid of normalisation from `estimate` #1 --- R/estimate.BSVARSIGN.R | 10 ---------- 1 file changed, 10 deletions(-) diff --git a/R/estimate.BSVARSIGN.R b/R/estimate.BSVARSIGN.R index d615372..ea1abbe 100644 --- 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) } \ No newline at end of file