R/Folder_Creation.R

In MultiATSM: Multicountry Term Structure of Interest Rates Models

#' Creates the folders and the path in which the graphical outputs are stored (point estimate version)
#'
#' @param ModelType A character vector indicating the model type to be estimated.
#' @param Economies A character vector containing the names of the economies included in the system.
#' @param Folder2save Folder path where the outputs will be stored.
#'
#' @keywords internal

FolderCreationPoint <- function(ModelType, Economies, Folder2save) {
  C <- length(Economies)

  PathsGraphs <- list()

  OutputTypeSet <- c("Fit", "IRF", "FEVD", "GIRF", "GFEVD", "TermPremia")
  VarTypeSet <- c("Factors", "Yields")


  for (h in 1:length(OutputTypeSet)) {
    PathsGraphs[[ModelType]][[OutputTypeSet[h]]] <- list()
  }


  if (any(ModelType == c("JPS original", "JPS global", "GVAR single"))) {
    for (h in 1:length(OutputTypeSet)) {
      for (v in 1:length(VarTypeSet)) {
        for (i in 1:C) {
          if (h == 1) {
            PathsGraphs[[ModelType]][[OutputTypeSet[h]]][[Economies[i]]] <- paste(Folder2save, "/Outputs/", ModelType,
              "/Point Estimate/Model ", Economies[i], "/",
              OutputTypeSet[h],
              sep = ""
            )
          }
          if (h >= 2 & h <= 5) {
            PathsGraphs[[ModelType]][[OutputTypeSet[h]]][[Economies[i]]][[VarTypeSet[v]]] <- paste(Folder2save, "/Outputs/",
              ModelType, "/Point Estimate/Model ",
              Economies[i], "/", OutputTypeSet[h], "/",
              VarTypeSet[v],
              sep = ""
            )
          }
          if (h == 6) {
            PathsGraphs[[ModelType]][[OutputTypeSet[h]]][[Economies[i]]] <- paste(Folder2save, "/Outputs/", ModelType,
              "/Point Estimate/Model ", Economies[i], "/",
              OutputTypeSet[h],
              sep = ""
            )
          }
        }
      }
    }
  } else {
    for (h in 1:length(OutputTypeSet)) {
      for (v in 1:length(VarTypeSet)) {
        if (h == 1) {
          PathsGraphs[[ModelType]][[OutputTypeSet[h]]] <- paste(Folder2save, "/Outputs/", ModelType, "/Point Estimate/",
            OutputTypeSet[h],
            sep = ""
          )
        }
        if (h >= 2 & h <= 5) {
          PathsGraphs[[ModelType]][[OutputTypeSet[h]]][[VarTypeSet[v]]] <- paste(Folder2save, "/Outputs/", ModelType,
            "/Point Estimate/", OutputTypeSet[h],
            "/", VarTypeSet[v],
            sep = ""
          )

          if (any(ModelType == c("JLL original", "JLL No DomUnit", "JLL joint Sigma"))) {
            OrthoLabel <- paste(VarTypeSet, "Ortho")
            PathsGraphs[[ModelType]][[OutputTypeSet[h]]][[OrthoLabel[v]]] <- paste(Folder2save, "/Outputs/", ModelType, "/Point Estimate/",
              OutputTypeSet[h], "/", VarTypeSet[v],
              "/Ortho",
              sep = ""
            )
          }
        }

        if (h == 6) {
          PathsGraphs[[ModelType]][[OutputTypeSet[h]]] <- paste(Folder2save, "/Outputs/", ModelType, "/Point Estimate/",
            OutputTypeSet[h],
            sep = ""
          )
        }
      }
    }
  }


  return(PathsGraphs)
}


#######################################################################################################################
#' Creates the folders and the path in which the graphical outputs are stored (Bootstrap version)
#'
#' @param ModelType a string-vector containing the label of the model to be estimated
#' @param Economies a string-vector containing the names of the economies which are part of the economic system
#' @param Folder2save Folder path where the outputs will be stored.
#'
#' @keywords internal

FolderCreationBoot <- function(ModelType, Economies, Folder2save) {
  C <- length(Economies)

  PathsGraphs <- list()

  OutputTypeSet <- c("Fit", "IRF", "FEVD", "GIRF", "GFEVD", "TermPremia")
  VarTypeSet <- c("Factors", "Yields")


  for (h in 1:length(OutputTypeSet)) {
    PathsGraphs[[ModelType]][[OutputTypeSet[h]]] <- list()
  }


  if (any(ModelType == c("JPS original", "JPS global", "GVAR single"))) {
    for (h in 1:length(OutputTypeSet)) {
      for (v in 1:length(VarTypeSet)) {
        for (i in 1:C) {
          if (h == 1) {
            PathsGraphs[[ModelType]][[OutputTypeSet[h]]][[Economies[i]]] <- paste(Folder2save, "/Outputs/", ModelType, "/Bootstrap/Model ",
              Economies[i], "/", OutputTypeSet[h],
              sep = ""
            )
          }
          if (h >= 2 & h <= 5) {
            PathsGraphs[[ModelType]][[OutputTypeSet[h]]][[Economies[i]]][[VarTypeSet[v]]] <- paste(Folder2save, "/Outputs/", ModelType, "/Bootstrap/Model ",
              Economies[i], "/", OutputTypeSet[h], "/",
              VarTypeSet[v],
              sep = ""
            )
          }
          if (h == 6) {
            PathsGraphs[[ModelType]][[OutputTypeSet[h]]][[Economies[i]]] <- paste(Folder2save, "/Outputs/", ModelType, "/Bootstrap/Model ",
              Economies[i], "/", OutputTypeSet[h],
              sep = ""
            )
          }
        }
      }
    }
  } else {
    for (h in 1:length(OutputTypeSet)) {
      for (v in 1:length(VarTypeSet)) {
        if (h == 1) {
          PathsGraphs[[ModelType]][[OutputTypeSet[h]]] <- paste(Folder2save, "/Outputs/", ModelType, "/Bootstrap/",
            OutputTypeSet[h],
            sep = ""
          )
        }
        if (h >= 2 & h <= 5) {
          PathsGraphs[[ModelType]][[OutputTypeSet[h]]][[VarTypeSet[v]]] <- paste(Folder2save, "/Outputs/", ModelType, "/Bootstrap/",
            OutputTypeSet[h], "/", VarTypeSet[v],
            sep = ""
          )



          if (any(ModelType == c("JLL original", "JLL No DomUnit", "JLL joint Sigma"))) {
            OrthoLabel <- paste(VarTypeSet, "Ortho")
            PathsGraphs[[ModelType]][[OutputTypeSet[h]]][[OrthoLabel[v]]] <- paste(Folder2save, "/Outputs/", ModelType, "/Bootstrap/",
              OutputTypeSet[h], "/", VarTypeSet[v],
              "/Ortho",
              sep = ""
            )
          }
        }
        if (h == 6) {
          PathsGraphs[[ModelType]][[OutputTypeSet[h]]] <- paste(Folder2save, "/Outputs/", ModelType, "/Bootstrap/",
            OutputTypeSet[h],
            sep = ""
          )
        }
      }
    }
  }
  return(PathsGraphs)
}