debug lambda

bsvars · Jul 16, 2024 · 8328f01 · 8328f01
1 parent f199ce8
commit 8328f01
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Showing 2 changed files with 4 additions and 5 deletions.
diff --git a/R/specify_bsvarSIGN.R b/R/specify_bsvarSIGN.R
@@ -250,8 +250,7 @@ specify_prior_bsvarSIGN = R6::R6Class(
         for (i in 1:(p + 5)) {
           x   = cbind(x, Y[(p + 5 + 1):T - i, n])
         }
-        s2.ols[n] = sum(((diag(T - p - 5) - x %*% solve(t(x) %*% x) %*% t(x)) %*% y)^2) / 
-          (T - p - 5)
+        s2.ols[n] = sum(((diag(T - p - 5) - x %*% solve(t(x) %*% x) %*% t(x)) %*% y)^2) / (T - p - 5)
       }
 
       hyper              = matrix(NA, N + 3, 1)

diff --git a/src/bsvars_sign.cpp b/src/bsvars_sign.cpp
@@ -105,8 +105,8 @@ Rcpp::List bsvar_sign_cpp(
       psi        = hyper.rows(3, N + 2);
 
       // update Minnesota prior
-      prior_V    = diagmat(lambda * lambda * prior_v %
-                           join_vert(repmat(1 / psi, p, 1),
+      prior_V    = diagmat(prior_v %
+                           join_vert(lambda * lambda * repmat(1 / psi, p, 1),
                                      ones<vec>(K - N * p)));
       prior_S    = diagmat(psi);
 
@@ -121,7 +121,7 @@ Rcpp::List bsvar_sign_cpp(
       post_B     = result(0);
       post_V     = result(1);
       post_S     = result(2);
-      // post_nu    = as_scalar(post(3));
+      post_nu    = as_scalar(result(3));
 
       // sample reduced-form parameters
       Sigma      = iwishrnd(post_S, post_nu);