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# internal function to extract and assign all information from a reduced form var object
# to be used in svar identification functions
get_var_objects <- function(x){
u <- Tob <- p <- k <- residY <- coef_x <- yOut <- type <- y <- NULL
if(inherits(x, "var.boot")){
assign("u", x$residuals,envir = parent.frame())
assign("Tob", nrow(x$residuals), envir = parent.frame())
assign("k", ncol(x$residuals), envir = parent.frame())
assign("residY", x$residuals, envir = parent.frame())
}else{
assign("u", residuals(x), envir = parent.frame())
assign("Tob", nrow(residuals(x)), envir = parent.frame())
assign("k", ncol(residuals(x)), envir = parent.frame())
k <- ncol(residuals(x))
assign("residY", residuals(x), envir = parent.frame())
}
if(inherits(x, "var.boot")){
assign("p", x$p, envir = parent.frame())
assign("y", t(x$y), envir = parent.frame())
assign("yOut", x$y, envir = parent.frame())
assign("type", x$type, envir = parent.frame())
assign("coef_x", x$coef_x, envir = parent.frame())
assign("A_hat", x$coef_x, envir = parent.frame())
}else if(inherits(x, "varest")){
assign("p", x$p, envir = parent.frame())
p <- x$p
assign("y", t(x$y), envir = parent.frame())
assign("yOut", x$y, envir = parent.frame())
assign("type", x$type, envir = parent.frame())
type <- x$type
assign("coef_x", coef(x), envir = parent.frame())
if(type == "none"){
assign("A_hat", vars::Bcoef(x), envir = parent.frame())
}else{
assign("A_hat", vars::Bcoef(x)[, c((k * p+1):ncol(vars::Bcoef(x)),1:(k * p))], envir = parent.frame())
}
}else if(inherits(x, "nlVar")){
assign("p", x$lag, envir = parent.frame())
p <- x$lag
assign("k", x$k, envir = parent.frame())
k <- x$k
assign("y", t(x$model[, 1:x$k]), envir = parent.frame())
assign("yOut", x$model[, 1:x$k], envir = parent.frame())
assign("coef_x", t(coef(x)), envir = parent.frame())
coef_x = t(coef(x))
if(inherits(x, "VECM")){
assign("p", x$lag + 1, envir = parent.frame())
assign("coef_x", t(tsDyn::VARrep(x)), envir = parent.frame())
coef_x = t(tsDyn::VARrep(x))
}
if(rownames(coef_x)[1] %in% c("Intercept", "constant")){
assign("coef_x", coef_x[c(2:nrow(coef_x),1),], envir = parent.frame())
coef_x = coef_x[c(2:nrow(coef_x),1),]
}else if(rownames(coef_x)[1] == "Trend"){
assign("coef_x", coef_x[c(2:nrow(coef_x),1),], envir = parent.frame())
coef_x = coef_x[c(2:nrow(coef_x),1),]
}
if(rownames(coef_x)[1] %in% c("Intercept", "constant", "Trend")){
assign("coef_x", coef_x[c(2:nrow(coef_x),1),], envir = parent.frame())
coef_x = coef_x[c(2:nrow(coef_x),1),]
}
assign("type", x$include, envir = parent.frame())
type = x$include
assign("coef_x", split(coef_x, rep(1:ncol(coef_x), each = nrow(coef_x))), envir = parent.frame())
coef_x = split(coef_x, rep(1:ncol(coef_x), each = nrow(coef_x)))
assign("coef_x", lapply(coef_x, as.matrix), envir = parent.frame())
coef_x = lapply(coef_x, as.matrix)
assign("A_hat", get_A_hat(coef_x, type, k, p), envir = parent.frame())
}else if(inherits(x, "list")){
assign("p", x$order, envir = parent.frame())
assign("y", t(x$data), envir = parent.frame())
assign("coef_x", x$coef, envir = parent.frame())
assign("yOut", x$data, envir = parent.frame())
coef_x = x$coef
if(x$cnst == TRUE){
assign("coef_x", coef_x[c(2:nrow(coef_x),1),], envir = parent.frame())
assign("type", "const", envir = parent.frame())
}
assign("coef_x", split(coef_x, rep(1:ncol(coef_x), each = nrow(coef_x))), envir = parent.frame())
coef_x = split(coef_x, rep(1:ncol(coef_x), each = nrow(coef_x)))
assign("coef_x", lapply(coef_x, as.matrix), envir = parent.frame())
coef_x = lapply(coef_x, as.matrix)
assign("A_hat", get_A_hat(coef_x, type, k, p), envir = parent.frame())
}else if(inherits(x, "vec2var")){
assign("k", ncol(x$resid), envir = parent.frame())
k <- ncol(x$resid)
coef_x <- vector("list", length = k)
names(coef_x) <- colnames(x$y)
assign("coef_x", coef_x, envir = parent.frame())
assign("yOut", x$y, envir = parent.frame())
p <- x$p
assign("p", x$p, envir = parent.frame())
assign("y", t(x$y), envir = parent.frame())
for (i in seq_len(k)) {
for (j in seq_len(p)) coef_x[[i]] <- c(coef_x[[i]], x$A[[j]][i,])
coef_x[[i]] <- c(coef_x[[i]], x$deterministic[i,])
}
assign("coef_x", lapply(coef_x, matrix), envir = parent.frame())
assign("type", "const", envir = parent.frame())
}else{
stop("Object class is not supported")
}
}
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