R/get_A_hat.R

In svars: Data-Driven Identification of SVAR Models

get_A_hat <- function(coef_x, type, k, p){

  A <- matrix(0, nrow = k, ncol = k * p)

if(type == "const"){
      v <- rep(1, k)

      for(i in 1:k){
        v[i] <- coef_x[[i]][(k*p+1), 1]
      }

      A_hat <- cbind(v, A)
    }else if (type == "trend"){
      trend <- rep(1, k)

      for(i in 1:k){
        trend[i] <- coef_x[[i]][(k*p+1), 1]
      }

      A_hat <- cbind(trend, A)
    }else if(type == "both"){
      v <- rep(1, k)

      for(i in 1:k){
        v[i] <- coef_x[[i]][(k*p+1), 1]
      }

      trend <- rep(1, k)

      for(i in 1:k){
        trend[i] <- coef_x[[i]][(k*p+2), 1]
      }

      A_hat <- cbind(v, trend, A)
    }

  return(A_hat)
}