ankargren / mfbvar

Compare bf9b364 ... +1 ... 8fe2734

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@@ -261,13 +261,13 @@
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      stop("block_exo must be a vector of indexes or names.")
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    } else {
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      if (is.character(prior_obj$block_exo)) {
264 -
        if (all(prior_obj$block_exo %in% colnames(obj$Y))) {
265 -
          prior_obj$block_exo <- sapply(prior_obj$block_exo, function(x) colnames(obj$Y) == x)
264 +
        if (all(prior_obj$block_exo %in% colnames(prior_obj$Y))) {
265 +
          prior_obj$block_exo <- which(prior_obj$block_exo %in% colnames(prior_obj$Y))
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        }
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      }
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    }
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  } else {
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    prior_obj$supplied_args <- c(prior_obj$supplied_args, "lambda4")
270 +
    prior_obj$supplied_args <- c(prior_obj$supplied_args, "block_exo")
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  }
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@@ -1520,9 +1520,9 @@
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  if (ss_flag) {
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    n_determ <- ncol(x$d)
1523 -
    ss_lower  <- x$d %*% t(matrix(qnorm(ss_level[1], x$prior_psi_mean, diag(x$prior_psi_Omega)), ncol = n_determ))
1524 -
    ss_median <- x$d %*% t(matrix(qnorm(0.5, x$prior_psi_mean, diag(x$prior_psi_Omega)), ncol = n_determ))
1525 -
    ss_upper  <- x$d %*% t(matrix(qnorm(ss_level[2], x$prior_psi_mean, diag(x$prior_psi_Omega)), ncol = n_determ))
1523 +
    ss_lower  <- x$d %*% t(matrix(qnorm(ss_level[1], x$prior_psi_mean, sqrt(diag(x$prior_psi_Omega))), ncol = n_determ))
1524 +
    ss_median <- x$d %*% t(matrix(qnorm(0.5, x$prior_psi_mean, sqrt(diag(x$prior_psi_Omega))), ncol = n_determ))
1525 +
    ss_upper  <- x$d %*% t(matrix(qnorm(ss_level[2], x$prior_psi_mean, sqrt(diag(x$prior_psi_Omega))), ncol = n_determ))
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    ss <- data.frame(expand.grid(time = as.Date(rownames(x$Y)), variable = names_col), lower = c(ss_lower), median = c(ss_median),
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                     upper = c(ss_upper))

Learn more Showing 32 files with coverage changes found.

Changes in src/progutils_fsv.cpp
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-1
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Changes in src/update_fsv.cpp
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Changes in src/kf_cpp.cpp
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Changes in src/update_dl.cpp
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Changes in src/progutils.cpp
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Changes in inst/include/mvn.h
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Changes in src/utils.cpp
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Changes in src/mcmc_iw.cpp
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Changes in src/max_eig_cpp.cpp
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Changes in src/mvn_par.cpp
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Changes in inst/include/simsm_adaptive_univariate.h
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Changes in src/update_csv.cpp
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Changes in inst/include/simsm_adaptive_cv.h
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Changes in src/rgig.cpp
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Changes in src/posteriors.cpp
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Changes in src/update_demean.cpp
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Changes in src/rsimsm_adaptive_univariate.cpp
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Changes in src/dl_reg.cpp
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Changes in src/rmvn.cpp
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Changes in src/rsimsm_adaptive_cv.cpp
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Changes in src/builders.cpp
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Changes in src/rnd_numbers.cpp
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Changes in inst/include/simsm_adaptive_sv.h
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Changes in src/smoothing.cpp
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Changes in src/update_ng.cpp
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Changes in src/mcmc_csv.cpp
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Changes in R/interface.R
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Changes in src/mcmc_fsv.cpp
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Changes in src/mcmc_diffuse.cpp
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Changes in src/plot_funs.cpp
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Changes in src/auxmix.cpp
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Changes in R/prior_pi_sigma.R
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Files Coverage
R 0.16% 77.14%
inst/include 0.71% 92.50%
src -0.10% 88.67%
Project Totals (49 files) 82.93%
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