R/impulse.R

In TakahiroYamane/lrem: . What the package does (one line, title case)

#' impulse
#' \code{}
#' Impulse response given (g,h,ξ1)
#' @param g function g
#' @param h function h
#' @param x0 steady state. For linear models, it’s the origin.
#' @param t integer, simulation length
#' @param e1 i-th element e[i] corresponds to a shock to i-th endogenous variable
#'
#' @return out: matrix of simulation output
#'
#' @export
impulse <- function(g, h, x0, t, e1){
  n1 <- length(x0)
  n2 <- length(g(x0))

  pre <- 1:n1
  npr <- (n1 + 1):(n1 + n2)

  out <- matrix(0, t, n1 + n2)

  out[1, pre] <- x0
  out[1, npr] <- g(x0)

  for (i in 1:(t - 1)) {
    out[i + 1, pre] <- h(out[i, pre]) + e1[i + 1]
    out[i + 1, npr] <- g(out[i + 1, pre])
  }
  out
}