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more user-friendly things #31

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6 tasks done
adamwang15 opened this issue Jul 15, 2024 · 1 comment · Fixed by #36
Closed
6 tasks done

more user-friendly things #31

adamwang15 opened this issue Jul 15, 2024 · 1 comment · Fixed by #36
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@adamwang15
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adamwang15 commented Jul 15, 2024

  • combine sign_irf and zero_irf (0 for zero restriction, NA for no restrictions)
  • allow inputs of matrices for restrictions on irf0 only (instead of arrays)
  • rename sign_B
  • progress bar
  • specify_narrative function
  • remove VB and other unnecessary parameters
@adamwang15 adamwang15 self-assigned this Jul 15, 2024
adamwang15 added a commit that referenced this issue Jul 16, 2024
adamwang15 added a commit that referenced this issue Jul 16, 2024
@adamwang15 adamwang15 changed the title more user-friendly things in specify more user-friendly things Jul 16, 2024
@adamwang15
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adamwang15 commented Jul 16, 2024

this takes suspiciously long to run, try to make it faster

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))

# in October 1979 the shock
sign_narrative = rbind(c(1, 1, NA, 1, 166, 0),   # is positive
                       c(3, 1, 6,  1, 166, 0))   # greatest historical decomposition

specification  = specify_bsvarSIGN$new(monetary,
                                       p              = 12,
                                       sign_irf       = sign_irf,
                                       sign_narrative = sign_narrative)

posterior      = estimate(specification, S = 10)
  • try to improve hd1_cpp

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