specify_starting_values_bsvar | R Documentation |
The class StartingValuesBSVAR presents starting values for the homoskedastic bsvar model.
A
an NxK
matrix of starting values for the parameter A
.
B
an NxN
matrix of starting values for the parameter B
.
hyper
a (2*N+1)x2
matrix of starting values for the shrinkage hyper-parameters of the
hierarchical prior distribution.
new()
Create new starting values StartingValuesBSVAR.
specify_starting_values_bsvar$new(N, p, d = 0)
N
a positive integer - the number of dependent variables in the model.
p
a positive integer - the autoregressive lag order of the SVAR model.
d
a positive integer - the number of exogenous
variables in the model.
Starting values StartingValuesBSVAR.
# starting values for a homoskedastic bsvar with 4 lags for a 3-variable system sv = specify_starting_values_bsvar$new(N = 3, p = 4)
get_starting_values()
Returns the elements of the starting values StartingValuesBSVAR as a list
.
specify_starting_values_bsvar$get_starting_values()
# starting values for a homoskedastic bsvar with 1 lag for a 3-variable system sv = specify_starting_values_bsvar$new(N = 3, p = 1) sv$get_starting_values() # show starting values as list
set_starting_values()
Returns the elements of the starting values StartingValuesBSVAR as a list
.
specify_starting_values_bsvar$set_starting_values(last_draw)
last_draw
a list containing the last draw of elements B
- an NxN
matrix,
A
- an NxK
matrix, and hyper
- a vector of 5 positive real numbers.
An object of class StartingValuesBSVAR including the last draw of the current MCMC
as the starting value to be passed to the continuation of the MCMC estimation using estimate()
.
# starting values for a homoskedastic bsvar with 1 lag for a 3-variable system sv = specify_starting_values_bsvar$new(N = 3, p = 1) # Modify the starting values by: sv_list = sv$get_starting_values() # getting them as list sv_list$A <- matrix(rnorm(12), 3, 4) # modifying the entry sv$set_starting_values(sv_list) # providing to the class object
clone()
The objects of this class are cloneable with this method.
specify_starting_values_bsvar$clone(deep = FALSE)
deep
Whether to make a deep clone.
# starting values for a homoskedastic bsvar for a 3-variable system
sv = specify_starting_values_bsvar$new(N = 3, p = 1)
## ------------------------------------------------
## Method `specify_starting_values_bsvar$new`
## ------------------------------------------------
# starting values for a homoskedastic bsvar with 4 lags for a 3-variable system
sv = specify_starting_values_bsvar$new(N = 3, p = 4)
## ------------------------------------------------
## Method `specify_starting_values_bsvar$get_starting_values`
## ------------------------------------------------
# starting values for a homoskedastic bsvar with 1 lag for a 3-variable system
sv = specify_starting_values_bsvar$new(N = 3, p = 1)
sv$get_starting_values() # show starting values as list
## ------------------------------------------------
## Method `specify_starting_values_bsvar$set_starting_values`
## ------------------------------------------------
# starting values for a homoskedastic bsvar with 1 lag for a 3-variable system
sv = specify_starting_values_bsvar$new(N = 3, p = 1)
# Modify the starting values by:
sv_list = sv$get_starting_values() # getting them as list
sv_list$A <- matrix(rnorm(12), 3, 4) # modifying the entry
sv$set_starting_values(sv_list) # providing to the class object
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