stvar_to_sstvars110: Update STVAR model estimated with a version of the package...

In sstvars: Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models

Update STVAR model estimated with a version of the package <1.1.0 to be compatible with the versions >=1.1.0.

Description

update_stvar_to_sstvar110 updates a STVAR model estimated with a version of the package <1.1.0 to be compatible with the versions >=1.1.0 by adding the elements $penalized, $penalty_params, and $allow_unstab to the model object.

Usage

stvar_to_sstvars110(stvar)

Arguments

stvar

object of class "stvar"

Details

The function is useful when a STVAR model estimated with a version of the package <1.1.0. Does not do anything if the elements $penalized, $penalty_params, and $allow_unstab are already containing in the model object.

Value

Returns an object of class 'stvar' with the elements $penalized, $penalty_params, and $allow_unstab added to it if they were missing.

Examples

# Linear Gaussian VAR(p=1) model:
theta_112 <- c(0.649526, 0.066507, 0.288526, 0.021767, -0.144024, 0.897103,
  0.601786, -0.002945, 0.067224)
mod112 <- STVAR(data=gdpdef, p=1, M=1, params=theta_112)

# Update to include the new elements (does not do anything if they are already
# included):
mod112 <- stvar_to_sstvars110(mod112)

sstvars documentation built on April 11, 2025, 5:47 p.m.