coherent bsvars notation

[adamwang15]

Notations in R should be coherent with bsvars and notations in C++ should be coherent with original papers.

• transpose Y, X, Ysoc, Ysur, Xsoc, Xsur, V matrices
• change B in prior to A
• remove Vp, Vd in prior

[adamwang15]

Hey @donotdespair now all the objects have the same dimensions as in bsvars! Including Y (NxT) and X (KxT), so some examples are not passing the checks.

[donotdespair]

Hey @adamwang15 This is great! Thanks!

Could you prepare here a list of file that you went thorugh and implemented changes. It would greatly help to work on corrections of the rest of the package!

Cheers, T

[adamwang15]

@donotdespair Of course! I have only changed these two R files, the idea is to transpose everything just before feeding them to the cpp functions (and cpp functions are kept the same).

• estimate.BSVARSIGN.R
• specify_bsvarSIGN.R

For example, in estimate before calling bsvar_sign_cpp

prior$B             = t(prior$A)
prior$Ysoc          = t(prior$Ysoc)
prior$Xsoc          = t(prior$Xsoc)
prior$Ysur          = t(prior$Ysur)
prior$Xsur          = t(prior$Xsur)
Y                   = t(data_matrices$Y)
X                   = t(data_matrices$X)

[donotdespair]

• update forecast for the transposes!