move max_tries outside with default Inf

R/estimate.R

@@ -99,6 +99,7 @@ estimate.BSVARSIGN = function(specification, S, thin = 1, show_progress = TRUE)
   prior               = specification$prior$get_prior()
   identification      = specification$identification$get_identification()
   max_tries           = identification$max_tries
+  max_tries           = ifelse(max_tries == Inf, 0, max_tries)
   data_matrices       = specification$data_matrices$get_data_matrices()
   p                   = specification$p
 

R/specify.R

@@ -488,7 +488,7 @@ specify_identification_bsvarSIGN = R6::R6Class(
     sign_relation   = matrix(),
     #' @field max_tries a positive integer with the maximum number of iterations 
     #' for finding a rotation matrix \eqn{Q} that would satisfy sign restrictions.
-    max_tries = 1,
+    max_tries = Inf,
 
     #' @description
     #' Create new identifying restrictions IdentificationBSVARSIGN.
@@ -505,7 +505,7 @@ specify_identification_bsvarSIGN = R6::R6Class(
     #' @param max_tries a positive integer with the maximum number of iterations
     #' for finding a rotation matrix \eqn{Q} that would satisfy sign restrictions.
     #' @return Identifying restrictions IdentificationBSVARSIGN.
-    initialize = function(N, sign_irf, sign_narrative, sign_relation, max_tries = 1) {
+    initialize = function(N, sign_irf, sign_narrative, sign_relation, max_tries = Inf) {
 
       missing_all   = TRUE
       if (missing(sign_irf)) {
@@ -570,7 +570,7 @@ specify_identification_bsvarSIGN = R6::R6Class(
     #' contemporaneous relations \code{B} between reduced-form errors \code{E} and
     #' structural shocks \code{U} where \code{BE=U}.
     #' @param max_tries a positive integer with the maximum number of iterations
-    #' for finding a rotation matrix \eqn{Q} that would satisfy sign restrictions.
+    #' for finding a rotation matrix \eqn{Q} that would satisfy sign restrictions
     set_identification = function(N, sign_irf, sign_narrative, sign_relation) {
       B     = matrix(FALSE, N, N)
       B[lower.tri(B, diag = TRUE)] = TRUE
@@ -663,7 +663,7 @@ specify_bsvarSIGN = R6::R6Class(
     #' contemporaneous relations \code{B} between reduced-form errors \code{E} and
     #' structural shocks \code{U} where \code{BE=U}.
     #' @param max_tries a positive integer with the maximum number of iterations
-    #' for finding a rotation matrix \eqn{Q} that would satisfy sign restrictions.
+    #' for finding a rotation matrix \eqn{Q} that would satisfy sign restrictions
     #' @param exogenous a \code{(T+p)xd} matrix of exogenous variables.
     #' @param stationary an \code{N} logical vector - its element set to \code{FALSE} sets
     #' the prior mean for the autoregressive parameters of the \code{N}th equation to the white noise process,
@@ -675,7 +675,7 @@ specify_bsvarSIGN = R6::R6Class(
     sign_irf,
     sign_narrative,
     sign_relation,
-    max_tries = 1,
+    max_tries = Inf,
     exogenous = NULL,
     stationary = rep(FALSE, ncol(data))
     ) {

src/bsvars_sign.cpp

@@ -74,6 +74,7 @@ Rcpp::List bsvar_sign_cpp(
   int        S_hyper  = hypers.n_cols - 1;
   int        prior_nu = as<int>(prior["nu"]);
   int        post_nu  = prior_nu + T;
+  int        n_tries;
 
   double     w, mu, delta, lambda;
 
@@ -122,8 +123,9 @@ Rcpp::List bsvar_sign_cpp(
     post_nu      = as_scalar(result(3));
 
     w            = 0;
+    n_tries      = 0;
 
-    while (w == 0) {
+    while (w == 0 and (n_tries < max_tries or max_tries == 0)) {
 
       checkUserInterrupt();
 
@@ -134,7 +136,7 @@ Rcpp::List bsvar_sign_cpp(
       h_invp     = inv(trimatl(chol_Sigma)); // lower tri, h(Sigma) is upper tri
 
       result     = sample_Q(p, Y, X, B, h_invp, chol_Sigma, prior, 
-                            sign_irf, sign_narrative, sign_B, Z, max_tries);
+                            sign_irf, sign_narrative, sign_B, Z, 1);
       Q          = result(0);
       shocks     = result(1);
       w          = as_scalar(result(2));