Nothing
sanity.check.uhlig.penalty <-
function(Y=Y, nlags=nlags, draws=draws, subdraws=subdraws, nkeep=nkeep, KMIN=KMIN, KMAX=KMAX, constrained=constrained, constant=constant, steps=steps, penalty=penalty, crit=crit){
Yts <-is.ts(Y)
Ydf <- is.data.frame(Y)
if(Yts==FALSE & Ydf==FALSE){
message(" ")
stop(" Data has to be a data.frame() or ts() object.\n", call. = FALSE)
}
if(ncol(Y)<2){
message(" ")
stop(" Need more than 1 variable.\n", call. = FALSE)
}
Yna <- any(is.na(Y)==TRUE)
Ynan <- any(is.nan(Y)==TRUE)
Ynum <- is.numeric(Y)
if(Yna==TRUE | Ynan==TRUE){
message(" ")
stop(" Data must not contain missing values.\n", call. = FALSE)
}
if(Ynum!=TRUE){
message(" ")
stop(" Data must not contain strings.\n", call. = FALSE)
}
nlagsint <- nlags%%1==0
nlagsobs <- nrow(Y)-nlags
if(nlagsint==FALSE){
message(" ")
stop("Number of lags must be integer.\n", call. = FALSE)
}
if(nlagsobs<=0){
message(" ")
stop(" Number of lags cannot be larger than the number of observations.\n", call. = FALSE)
}
if(nlags<1){
message(" ")
stop(" Need at least 1 lag.\n")
}
if(nlags>nrow(Y)){
message(" ")
stop(" Number of lags have to be smaller than number of observations.\n", call. = FALSE)
}
drawsint <- draws%%1==0
if(drawsint!=TRUE){
message(" ")
stop(" Number of draws must be integer.\n", call. = FALSE)
}
if(draws<=0){
message(" ")
stop(" Number of draws must geater than zero.\n", call. = FALSE)
}
stepsint <- steps%%1==0
if(stepsint!=TRUE){
message(" ")
stop(" Number of steps must be integer.\n", call. = FALSE)
}
if(steps<=0){
message(" ")
stop(" Number of steps must geater than zero.\n", call. = FALSE)
}
subdrawsint <- subdraws%%1==0
if(subdrawsint!=TRUE){
message(" ")
stop(" Number of subdraws must be integer.\n", call. = FALSE)
}
if(subdraws<=0){
message(" ")
stop(" Number of subdraws must geater than zero.\n", call. = FALSE)
}
nkeepint <- nkeep%%1==0
if(nkeepint!=TRUE){
message(" ")
stop(" Number of nkeep must be integer.\n", call. = FALSE)
}
if(nkeep<=0){
message(" ")
stop(" Number of nkeep must geater than zero.\n", call. = FALSE)
}
KMINint <- KMIN%%1==0
if(KMINint!=TRUE){
message(" ")
stop("KMIN must be integer.\n", call. = FALSE)
}
if(KMIN<=0 | KMIN>KMAX){
message(" ")
stop("KMIN must be greater than zero and smaller than KMAX.\n", call. = FALSE)
}
KMAXint <- KMAX%%1==0
if(KMAXint!=TRUE){
message(" ")
stop("KMAX must be integer.\n", call. = FALSE)
}
if(KMIN<=0 | KMIN>KMAX){
message(" ")
stop("KMAX must be greater than zero and greater than KMIN.\n", call. = FALSE)
}
cnsl <- length(constrained)
if(cnsl<=0){
message(" ")
stop("Number of constraints must at least 1.\n", call. = FALSE)
}
if(cnsl>ncol(Y)){
message(" ")
stop("Number of constraints cannot be greater than number of variables.\n", call. = FALSE)
}
if(max(abs(constrained))>ncol(Y) | min(abs(constrained))==0){
message(" ")
stop("Constraints must be between 1 and the number of variables.\n", call. = FALSE)
}
cnscns <- all(constrained%%1==0)
if(cnscns==FALSE){
message(" ")
stop("All constraints must be integers.\n", call. = FALSE)
}
cnsdup <- anyDuplicated(abs(constrained))
if(cnsdup>0){
message(" ")
stop("Cannot provide multiple constraints for the same variable.\n", call. = FALSE)
}
if(penalty<=0){
message(" ")
stop("Penalty must be greater than 0.\n", call. = FALSE)
}
if(crit<0){
message(" ")
stop("Crit must be greater than 0.\n", call. = FALSE)
}
return()
}
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