Merge pull request #34 from bsvars/33-change-examples

33 change examples
bsvars · Jul 16, 2024 · b7cf782 · b7cf782
2 parents 661ef88 + 4c1e098
commit b7cf782
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diff --git a/R/bsvarSIGNs-package.R b/R/bsvarSIGNs-package.R
@@ -24,9 +24,7 @@
 #'  
 #'  Antolín-Díaz & Rubio-Ramírez (2018) Narrative Sign Restrictions for SVARs, American Economic Review, 108(10), 2802-29, <doi:10.1257/aer.20161852>.
 #' @examples
-#' sign_irf       = matrix(NA, 5, 5)
-#' sign_irf[2, 1] = 1
-#' sign_irf[1, 1] = 0
+#' sign_irf       = matrix(c(0, 1, rep(NA, 23)), 5, 5)
 #' spec           = specify_bsvarSIGN$new(optimism * 100,
 #'                                        p        = 4,
 #'                                        sign_irf = sign_irf)

diff --git a/R/compute.R b/R/compute.R
@@ -21,12 +21,12 @@
 #' 
 #' @examples
 #' # upload data
-#' data(oil)
+#' data(optimism)
 #' 
 #' # specify the model and set seed
 #' set.seed(123)
-#' sign_irf       = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1))
-#' specification  = specify_bsvarSIGN$new(oil, sign_irf = sign_irf)
+#' sign_irf       = matrix(c(0, 1, rep(NA, 23)), 5, 5)
+#' specification  = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf)
 #' 
 #' # run the burn-in
 #' posterior      = estimate(specification, 10)
@@ -37,7 +37,7 @@
 #' # workflow with the pipe |>
 #' ############################################################
 #' set.seed(123)
-#' oil |>
+#' optimism |>
 #'   specify_bsvarSIGN$new(sign_irf = sign_irf) |> 
 #'   estimate(S = 20) |> 
 #'   compute_structural_shocks() -> ss
@@ -81,12 +81,12 @@ compute_structural_shocks.PosteriorBSVARSIGN <- function(posterior) {
 #' 
 #' @examples
 #' # upload data
-#' data(oil)
+#' data(optimism)
 #' 
 #' # specify the model and set seed
 #' set.seed(123)
-#' sign_irf       = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1))
-#' specification  = specify_bsvarSIGN$new(oil, sign_irf = sign_irf)
+#' sign_irf       = matrix(c(0, 1, rep(NA, 23)), 5, 5)
+#' specification  = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf)
 #' 
 #' # run the burn-in
 #' posterior      = estimate(specification, 10)
@@ -97,7 +97,7 @@ compute_structural_shocks.PosteriorBSVARSIGN <- function(posterior) {
 #' # workflow with the pipe |>
 #' ############################################################
 #' set.seed(123)
-#' oil |>
+#' optimism |>
 #'   specify_bsvarSIGN$new(sign_irf = sign_irf) |> 
 #'   estimate(S = 20) |> 
 #'   compute_fitted_values() -> fitted
@@ -151,12 +151,12 @@ compute_fitted_values.PosteriorBSVARSIGN <- function(posterior) {
 #' 
 #' @examples
 #' # upload data
-#' data(oil)
+#' data(optimism)
 #' 
 #' # specify the model and set seed
 #' set.seed(123)
-#' sign_irf       = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1))
-#' specification  = specify_bsvarSIGN$new(oil, sign_irf = sign_irf)
+#' sign_irf       = matrix(c(0, 1, rep(NA, 23)), 5, 5)
+#' specification  = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf)
 #' 
 #' # run the burn-in
 #' posterior      = estimate(specification, 10)
@@ -167,7 +167,7 @@ compute_fitted_values.PosteriorBSVARSIGN <- function(posterior) {
 #' # workflow with the pipe |>
 #' ############################################################
 #' set.seed(123)
-#' oil |>
+#' optimism |>
 #'   specify_bsvarSIGN$new(sign_irf = sign_irf) |> 
 #'   estimate(S = 10) |> 
 #'   compute_impulse_responses(horizon = 8) -> ir
@@ -223,12 +223,12 @@ compute_impulse_responses.PosteriorBSVARSIGN <- function(posterior, horizon, sta
 #' 
 #' @examples
 #' # upload data
-#' data(oil)
+#' data(optimism)
 #' 
 #' # specify the model and set seed
 #' set.seed(123)
-#' sign_irf       = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1))
-#' specification  = specify_bsvarSIGN$new(oil, sign_irf = sign_irf)
+#' sign_irf       = matrix(c(0, 1, rep(NA, 23)), 5, 5)
+#' specification  = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf)
 #' 
 #' # run the burn-in
 #' posterior      = estimate(specification, 10)
@@ -239,7 +239,7 @@ compute_impulse_responses.PosteriorBSVARSIGN <- function(posterior, horizon, sta
 #' # workflow with the pipe |>
 #' ############################################################
 #' set.seed(123)
-#' oil |>
+#' optimism |>
 #'   specify_bsvarSIGN$new(sign_irf = sign_irf) |> 
 #'   estimate(S = 10) |> 
 #'   compute_historical_decompositions() -> hd
@@ -300,12 +300,12 @@ compute_historical_decompositions.PosteriorBSVARSIGN <- function(posterior, show
 #' 
 #' @examples
 #' # upload data
-#' data(oil)
+#' data(optimism)
 #' 
 #' # specify the model and set seed
 #' set.seed(123)
-#' sign_irf       = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1))
-#' specification  = specify_bsvarSIGN$new(oil, sign_irf = sign_irf)
+#' sign_irf       = matrix(c(0, 1, rep(NA, 23)), 5, 5)
+#' specification  = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf)
 #' 
 #' # run the burn-in
 #' posterior      = estimate(specification, 10)
@@ -316,7 +316,7 @@ compute_historical_decompositions.PosteriorBSVARSIGN <- function(posterior, show
 #' # workflow with the pipe |>
 #' ############################################################
 #' set.seed(123)
-#' oil |>
+#' optimism |>
 #'   specify_bsvarSIGN$new(sign_irf = sign_irf) |> 
 #'   estimate(S = 10) |> 
 #'   compute_variance_decompositions(horizon = 8) -> fevd
@@ -365,12 +365,12 @@ compute_variance_decompositions.PosteriorBSVARSIGN <- function(posterior, horizo
 #' 
 #' @examples
 #' # upload data
-#' data(oil)
+#' data(optimism)
 #' 
 #' # specify the model and set seed
 #' set.seed(123)
-#' sign_irf       = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1))
-#' specification  = specify_bsvarSIGN$new(oil, sign_irf = sign_irf)
+#' sign_irf       = matrix(c(0, 1, rep(NA, 23)), 5, 5)
+#' specification  = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf)
 #' 
 #' # run the burn-in
 #' posterior      = estimate(specification, 10)
@@ -381,7 +381,7 @@ compute_variance_decompositions.PosteriorBSVARSIGN <- function(posterior, horizo
 #' # workflow with the pipe |>
 #' ############################################################
 #' set.seed(123)
-#' oil |>
+#' optimism |>
 #'   specify_bsvarSIGN$new(sign_irf = sign_irf) |> 
 #'   estimate(S = 10) |> 
 #'   compute_conditional_sd() -> csd

diff --git a/R/data.R b/R/data.R
@@ -1,26 +1,4 @@
 
-#' @title A 3-variable oil price data, from 1971 to 2016
-#'
-#' @description A sample data to identify oil demand and supply shocks.
-#'
-#' @usage data(oil)
-#'
-#' @format A matrix and a \code{ts} object with time series of over five hundred observations on 3 variables:
-#' \describe{
-#'   \item{opg}{monthly growth rate of global oil production}
-#'   \item{eai}{monthly index of real economic activity}
-#'   \item{rop}{monthly real oil price}
-#' }
-#'
-#' The series are as described by Antolín-Díaz & Rubio-Ramírez (2018) in section IV-A.
-#'
-#' @references
-#' Antolín-Díaz & Rubio-Ramírez (2018) Narrative Sign Restrictions for SVARs, American Economic Review, 108(10), 2802-29, <doi:10.1257/aer.20161852>.
-#'
-#' @source
-#' Replication package, \url{https://www.aeaweb.org/articles?id=10.1257/aer.20161852}
-"oil"
-
 
 #' @title A 5-variable US business cycle data, from 1955 Q1 to 2004 Q4
 #'

diff --git a/R/estimate.BSVARSIGN.R b/R/estimate.BSVARSIGN.R
@@ -75,20 +75,15 @@
 #' 
 #' @examples
 #' # upload data
-#' data(oil)
+#' data(optimism)
 #'
-#' # restrictions as in Antolín-Díaz & Rubio-Ramírez (2018)
-#' sign_narrative = matrix(c(2, -1, 3, 2, 236, 0), ncol = 6)
-#' sign_irf       = array(matrix(c(-1, -1, 1, 1, 1, 1, 1, -1, 1), nrow = 3),
-#'                        dim = c(3, 3, 1))
+#' sign_irf       = matrix(c(0, 1, rep(NA, 23)), 5, 5)
 #' 
 #' # specify the model and set seed
 #' set.seed(123)
-#' specification  = specify_bsvarSIGN$new(oil,
-#'                                        p              = 12,
-#'                                        sign_irf       = sign_irf,
-#'                                        sign_narrative = sign_narrative
-#'                                        )
+#' specification  = specify_bsvarSIGN$new(optimism * 100,
+#'                                        p        = 12,
+#'                                        sign_irf = sign_irf)
 #' posterior      = estimate(specification, S = 10)
 #' 
 #' @export

diff --git a/R/forecast.R b/R/forecast.R
@@ -33,12 +33,12 @@
 #' 
 #' @examples
 #' # upload data
-#' data(oil)
+#' data(optimism)
 #' 
 #' # specify the model and set seed
 #' set.seed(123)
-#' sign_irf       = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1))
-#' specification  = specify_bsvarSIGN$new(oil, sign_irf = sign_irf)
+#' sign_irf       = matrix(c(0, 1, rep(NA, 23)), 5, 5)
+#' specification  = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf)
 #' 
 #' # estimate the model
 #' posterior      = estimate(specification, 20)
@@ -49,22 +49,23 @@
 #' # workflow with the pipe |>
 #' ############################################################
 #' set.seed(123)
-#' oil |>
+#' optimism |>
 #'   specify_bsvarSIGN$new(sign_irf = sign_irf) |>
 #'   estimate(S = 20) |> 
 #'   forecast(horizon = 4) -> predictive
 #' 
 #' # conditional forecasting 2 quarters ahead conditioning on 
 #' #  provided future values for the Gross Domestic Product 
 #' ############################################################
-#' cf        = matrix(NA , 2, 3)
-#' cf[,3]    = tail(oil, 1)[3]   # conditional forecasts equal to the last gdp observation
-#' predictive    = forecast(posterior, 2, conditional_forecast = cf)
+#' cf         = matrix(NA , 2, 5)
+#' # # conditional forecasts equal to the last consumption observation
+#' cf[,3]     = tail(optimism, 1)[3]
+#' predictive = forecast(posterior, 2, conditional_forecast = cf)
 #' 
 #' # workflow with the pipe |>
 #' ############################################################
 #' set.seed(123)
-#' oil |>
+#' optimism |>
 #'   specify_bsvarSIGN$new(sign_irf = sign_irf) |>
 #'   estimate(S = 10) |> 
 #'   forecast(horizon = 2, conditional_forecast = cf) -> predictive