comment about notations

README.Rmd

@@ -55,7 +55,7 @@ data(monetary)
 # contractionary monetary policy shock
 sign_irf       = matrix(NA, 6, 6)
 sign_irf[, 1]  = c(NA, -1, -1, NA, -1, 1)
-sign_irf       = array(sign_irf, dim = c(6, 6, 5))
+sign_irf       = array(sign_irf, dim = c(6, 6, 6))
 
 # in October 1979
 sign_narrative = rbind(c(1, 1, NA, 1, 166, 0),   # is positive

README.md

@@ -44,7 +44,7 @@ data(monetary)
 # contractionary monetary policy shock
 sign_irf       = matrix(NA, 6, 6)
 sign_irf[, 1]  = c(NA, -1, -1, NA, -1, 1)
-sign_irf       = array(sign_irf, dim = c(6, 6, 5))
+sign_irf       = array(sign_irf, dim = c(6, 6, 6))
 
 # in October 1979
 sign_narrative = rbind(c(1, 1, NA, 1, 166, 0),   # is positive

src/bsvars_sign.cpp

@@ -13,6 +13,14 @@ using namespace Rcpp;
 using namespace arma;
 
 
+/***
+All notations in the C++ code except for compute.cpp and forecast_bsvarSIGNs.cpp
+ are consistent with the notations in the papers:
+ Antolín-Díaz and Rubio-Ramírez (2018) and Arias, Rubio-Ramírez and Waggoner (2018)
+ which are different from the notations in the R code.
+***/
+
+
 // [[Rcpp::interfaces(cpp)]]
 // [[Rcpp::export]]
 Rcpp::List bsvar_sign_cpp(
@@ -47,7 +55,7 @@ Rcpp::List bsvar_sign_cpp(
   if (show_progress) {
     Rcout << "**************************************************|" << endl;
     Rcout << " bsvarSIGNs: Bayesian Structural VAR with zero,   |" << endl;
-    Rcout << "              sign and narrative restrictions     |" << endl;
+    Rcout << "             sign and narrative restrictions      |" << endl;
     Rcout << "**************************************************|" << endl;
     // Rcout << " Gibbs sampler for the SVAR model                 |" << endl;
     // Rcout << "**************************************************|" << endl;