diff --git a/man/bsvarSIGNs-package.Rd b/man/bsvarSIGNs-package.Rd index 9cb6d04..adb751a 100644 --- a/man/bsvarSIGNs-package.Rd +++ b/man/bsvarSIGNs-package.Rd @@ -9,8 +9,8 @@ by Sign, Zero, and Narrative Restrictions} Implements state-of-the-art algorithms for the Bayesian analysis of Structural Vector Autoregressions identified by sign, zero, and narrative restrictions. The core model is based on a flexible Vector Autoregression with -estimated hyper-parameters of the Minnesota prior as in -Giannone, Lenza, Primiceri (2015) . The sign +estimated hyper-parameters of the Minnesota prior and the dummy observation priors +as in Giannone, Lenza, Primiceri (2015) . The sign restrictions are implemented employing the methods proposed by Rubio-Ramírez, Waggoner & Zha (2010) , while identification through sign and zero restrictions follows the approach diff --git a/man/compute_variance_decompositions.PosteriorBSVARSIGN.Rd b/man/compute_variance_decompositions.PosteriorBSVARSIGN.Rd index 09bdd92..579a287 100644 --- a/man/compute_variance_decompositions.PosteriorBSVARSIGN.Rd +++ b/man/compute_variance_decompositions.PosteriorBSVARSIGN.Rd @@ -54,7 +54,7 @@ optimism |> Kilian, L., & Lütkepohl, H. (2017). Structural VAR Tools, Chapter 4, In: Structural vector autoregressive analysis. Cambridge University Press. } \seealso{ -\code{\link{compute_impulse_responses.PosteriorBSVARSIGN}}, \code{\link{estimate.BSVARSIGN}}, \code{\link{normalise_posterior}}, \code{\link{summary}}, \code{\link{plot}} +\code{\link{compute_impulse_responses.PosteriorBSVARSIGN}}, \code{\link{estimate.BSVARSIGN}}, \code{\link{summary}}, \code{\link{plot}} } \author{ Xiaolei Wang \email{adamwang15@gmail.com} and Tomasz Woźniak \email{wozniak.tom@pm.me} diff --git a/man/specify_bsvarSIGN.Rd b/man/specify_bsvarSIGN.Rd index 230e600..ce2732a 100644 --- a/man/specify_bsvarSIGN.Rd +++ b/man/specify_bsvarSIGN.Rd @@ -80,7 +80,7 @@ spec$get_starting_values() } \seealso{ -\code{\link{estimate}}, \code{\link{specify_posterior_bsvarSIGN}} +\code{\link{estimate.BSVARSIGN}}, \code{\link{specify_posterior_bsvarSIGN}} } \section{Public fields}{ \if{html}{\out{
}} diff --git a/man/specify_narrative.Rd b/man/specify_narrative.Rd index c834821..4736409 100644 --- a/man/specify_narrative.Rd +++ b/man/specify_narrative.Rd @@ -31,6 +31,9 @@ of shock to var is the greater/less than the sum of all other shocks.} \item{var}{positive integer - the index of the variable to which the narrative restriction applies.} } +\value{ +An object of class \code{narrative} specifying one narrative restriction. +} \description{ The class narrative specifies a single narrative restriction. } diff --git a/man/specify_posterior_bsvarSIGN.Rd b/man/specify_posterior_bsvarSIGN.Rd index fa37d63..2ff99c2 100644 --- a/man/specify_posterior_bsvarSIGN.Rd +++ b/man/specify_posterior_bsvarSIGN.Rd @@ -43,7 +43,7 @@ posterior$is_normalised() } \seealso{ -\code{\link{estimate}}, \code{\link{specify_bsvarSIGN}} +\code{\link{estimate.BSVARSIGN}}, \code{\link{specify_bsvarSIGN}} } \section{Public fields}{ \if{html}{\out{
}} diff --git a/man/specify_prior_bsvarSIGN.Rd b/man/specify_prior_bsvarSIGN.Rd index 80c6e89..140808e 100644 --- a/man/specify_prior_bsvarSIGN.Rd +++ b/man/specify_prior_bsvarSIGN.Rd @@ -43,7 +43,6 @@ prior = specify_prior_bsvarSIGN$new(optimism, p = 4) # estimate hyper parameters with adaptive Metropolis algorithm prior$estimate_hyper(S = 10, psi = TRUE) -# prior$estimate_hyper(S = 10000, psi = TRUE) # trace plot hyper = t(prior$hyper) @@ -223,7 +222,6 @@ prior = specify_prior_bsvarSIGN$new(optimism, p = 4) # estimate hyper parameters with adaptive Metropolis algorithm prior$estimate_hyper(S = 10, psi = TRUE) -# prior$estimate_hyper(S = 10000, psi = TRUE) # trace plot hyper = t(prior$hyper)