R/getStructuralBreak.R

In alexanderlange53/svars: Data-Driven Identification of SVAR Models

# This internal function provides a numerical value for the structural break based on time input by user

getStructuralBreak <- function(SB, dateVector = NULL, start = NULL, end = NULL,
                                   frequency = NULL, format = NULL, Tob = Tob, p = p){

  if(is.null(format)){
    stop("Format is missing with no default")
  }

if(is.null(dateVector) & is.null(start) & is.null(end)){

  stop("Please provide either a valid number of observation or proper date specifications")
}

if(is.null(dateVector)){

       dateVector =  seq(as.Date(start, format = format), as.Date(end, format = format),  frequency)
}

if((Tob + p) != length(dateVector)){
  stop("Date Vector and data have different lengths")
}
    return(which(grepl(as.Date(SB, format = format), dateVector)))
  }