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kthohrkthohr
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update
1 parent 2229269 commit bc465d1

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-596
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‎.Rbuildignore‎

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@@ -5,3 +5,5 @@
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.vscode
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LICENSE
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README.md
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^.*\.Rproj$
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^\.Rproj\.user$

‎.gitignore‎

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.Rproj.user
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*.Rproj*
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.Rhistory
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*.o
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*.so

‎NAMESPACE‎

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@@ -16,7 +16,7 @@ exportClasses("Rcpp_uhlig")
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exportClasses("Rcpp_dsge_gensys")
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exportClasses("Rcpp_dsgevar_gensys")
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19-
export(IRF,forecast,modecheck,prior,stationarity,gtsplot,gacf,gpacf)
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export(IRF,forecast,mode_check,prior,stationarity,gtsplot,gacf,gpacf)
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exportPattern("^[[:alpha:]]+")
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@@ -32,5 +32,5 @@ S3method(forecast, Rcpp_bvars)
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S3method(forecast, Rcpp_bvarw)
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S3method(forecast, Rcpp_cvar)
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35-
S3method(modecheck, Rcpp_dsge_gensys)
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S3method(modecheck, Rcpp_dsgevar_gensys)
35+
S3method(mode_check, Rcpp_dsge_gensys)
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S3method(mode_check, Rcpp_dsgevar_gensys)

‎R/Classes.R‎

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@@ -19,5 +19,5 @@
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forecast <- function(obj, ...) UseMethod("forecast")
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IRF <- function(obj, ...) UseMethod("IRF")
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22-
modecheck <- function(obj, ...) UseMethod("modecheck")
22+
mode_check <- function(obj, ...) UseMethod("mode_check")
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states <- function(obj, ...) UseMethod("states")

‎R/Forecast.R‎

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@@ -16,35 +16,33 @@
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##
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################################################################################
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19-
# 08/31/2017
20-
21-
forecast.Rcpp_bvarm <- function(obj,periods=20,shocks=TRUE,plot=TRUE,varnames=NULL,percentiles=c(.05,.50,.95),useMean=FALSE,backdata=0,save=FALSE,height=13,width=11,...){
22-
return=.forecast_var(obj,periods,shocks,plot,varnames,percentiles,useMean,backdata,save,height,width)
19+
forecast.Rcpp_bvarm <- function(obj,periods=20,shocks=TRUE,plot=TRUE,var_names=NULL,percentiles=c(.05,.50,.95),useMean=FALSE,backdata=0,save=FALSE,height=13,width=11,...){
20+
return=.forecast_var(obj,periods,shocks,plot,var_names,percentiles,useMean,backdata,save,height,width)
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}
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25-
forecast.Rcpp_bvars <- function(obj,periods=20,shocks=TRUE,plot=TRUE,varnames=NULL,percentiles=c(.05,.50,.95),useMean=FALSE,backdata=0,save=FALSE,height=13,width=11,...){
26-
return=.forecast_var(obj,periods,shocks,plot,varnames,percentiles,useMean,backdata,save,height,width)
23+
forecast.Rcpp_bvars <- function(obj,periods=20,shocks=TRUE,plot=TRUE,var_names=NULL,percentiles=c(.05,.50,.95),useMean=FALSE,backdata=0,save=FALSE,height=13,width=11,...){
24+
return=.forecast_var(obj,periods,shocks,plot,var_names,percentiles,useMean,backdata,save,height,width)
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}
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29-
forecast.Rcpp_bvarw <- function(obj,periods=20,shocks=TRUE,plot=TRUE,varnames=NULL,percentiles=c(.05,.50,.95),useMean=FALSE,backdata=0,save=FALSE,height=13,width=11,...){
30-
return=.forecast_var(obj,periods,shocks,plot,varnames,percentiles,useMean,backdata,save,height,width)
27+
forecast.Rcpp_bvarw <- function(obj,periods=20,shocks=TRUE,plot=TRUE,var_names=NULL,percentiles=c(.05,.50,.95),useMean=FALSE,backdata=0,save=FALSE,height=13,width=11,...){
28+
return=.forecast_var(obj,periods,shocks,plot,var_names,percentiles,useMean,backdata,save,height,width)
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}
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33-
forecast.Rcpp_cvar <- function(obj,periods=20,shocks=TRUE,plot=TRUE,varnames=NULL,percentiles=c(.05,.50,.95),useMean=FALSE,backdata=0,save=FALSE,height=13,width=11,...){
34-
return=.forecast_var(obj,periods,shocks,plot,varnames,percentiles,useMean,backdata,save,height,width)
31+
forecast.Rcpp_cvar <- function(obj,periods=20,shocks=TRUE,plot=TRUE,var_names=NULL,percentiles=c(.05,.50,.95),useMean=FALSE,backdata=0,save=FALSE,height=13,width=11,...){
32+
return=.forecast_var(obj,periods,shocks,plot,var_names,percentiles,useMean,backdata,save,height,width)
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}
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3735
forecast.EDSGE <- function(obj,periods=20,plot=TRUE,percentiles=c(.05,.50,.95),useMean=FALSE,backdata=0,save=FALSE,height=13,width=11,...){
38-
forecastdata <- .forecastdsge(obj,periods,plot,percentiles,useMean,backdata,save,height,width)
36+
forecastdata <- .forecast_dsge(obj,periods,plot,percentiles,useMean,backdata,save,height,width)
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return=list(MeanForecast=forecastdata$MeanForecast,PointForecast=forecastdata$PointForecast,Forecasts=forecastdata$Forecasts)
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}
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4240
forecast.DSGEVAR <- function(obj,periods=20,shocks=TRUE,plot=TRUE,percentiles=c(.05,.50,.95),useMean=FALSE,backdata=0,save=FALSE,height=13,width=11,...){
43-
forecastdata <- .forecastdsgevar(obj,periods,shocks,plot,percentiles,useMean,backdata,save,height,width)
41+
forecastdata <- .forecast_dsgevar(obj,periods,shocks,plot,percentiles,useMean,backdata,save,height,width)
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return=list(MeanForecast=forecastdata$MeanForecast,PointForecast=forecastdata$PointForecast,Forecasts=forecastdata$Forecasts)
4543
}
4644

47-
.forecast_var <- function(obj,periods=20,shocks=TRUE,plot=TRUE,varnames=NULL,percentiles=c(.05,.50,.95),useMean=FALSE,backdata=0,save=FALSE,height=13,width=11){
45+
.forecast_var <- function(obj,periods=20,shocks=TRUE,plot=TRUE,var_names=NULL,percentiles=c(.05,.50,.95),useMean=FALSE,backdata=0,save=FALSE,height=13,width=11){
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4947
#if(getRversion() >= "3.1.0") utils::suppressForeignCheck(names=c("Time", "FCL", "FCU", "FCM"))
5048

@@ -107,10 +105,10 @@ forecast.DSGEVAR <- function(obj,periods=20,shocks=TRUE,plot=TRUE,percentiles=c(
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108106
pushViewport(viewport(layout=grid.layout(M,1)))
109107

110-
if (class(varnames) != "character") {
111-
varnames <- character(length=M)
108+
if (class(var_names) != "character") {
109+
var_names <- character(length=M)
112110
for (i in 1:M) {
113-
varnames[i] <- paste("VAR",i,sep="")
111+
var_names[i] <- paste("VAR",i,sep="")
114112
}
115113
}
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@@ -119,7 +117,7 @@ forecast.DSGEVAR <- function(obj,periods=20,shocks=TRUE,plot=TRUE,percentiles=c(
119117
if (backdata > 0) {
120118
# Include a dashed line to mark where the forecast begins
121119
for (i in 1:M) {
122-
FCastName <- varnames[i]
120+
FCastName <- var_names[i]
123121
FCDF <- ForecastData[,,i]
124122
FCDF <- data.frame(FCDF)
125123
colnames(FCDF) <- c("FCL","FCM","FCU","Time")
@@ -130,7 +128,7 @@ forecast.DSGEVAR <- function(obj,periods=20,shocks=TRUE,plot=TRUE,percentiles=c(
130128
}
131129
} else {
132130
for (i in 1:M) {
133-
FCastName <- varnames[i]
131+
FCastName <- var_names[i]
134132
FCDF <- ForecastData[,,i]
135133
FCDF <- data.frame(FCDF)
136134
colnames(FCDF) <- c("FCL","FCM","FCU","Time")
@@ -146,7 +144,7 @@ forecast.DSGEVAR <- function(obj,periods=20,shocks=TRUE,plot=TRUE,percentiles=c(
146144
return=list(MeanForecast=forecast_mean,PointForecast=forecast_sorted[,,mid_conf])
147145
}
148146

149-
.forecastdsge <- function(obj,periods=20,plot=TRUE,percentiles=c(.05,.50,.95),useMean=FALSE,backdata=0,save=FALSE,height=13,width=11){
147+
.forecast_dsge <- function(obj,periods=20,plot=TRUE,percentiles=c(.05,.50,.95),useMean=FALSE,backdata=0,save=FALSE,height=13,width=11){
150148
#
151149
DSGEPars <- obj$Parameters
152150
partomats <- obj$partomats
@@ -251,7 +249,7 @@ forecast.DSGEVAR <- function(obj,periods=20,shocks=TRUE,plot=TRUE,percentiles=c(
251249
return=list(MeanForecast=ForecastsMean,PointForecast=ForecastsSorted[,,MidCInt],Forecasts=Forecasts)
252250
}
253251

254-
.forecastdsgevar <- function(obj,periods=20,shocks=TRUE,plot=TRUE,percentiles=c(.05,.50,.95),useMean=FALSE,backdata=0,save=FALSE,height=13,width=11){
252+
.forecast_dsgevar <- function(obj,periods=20,shocks=TRUE,plot=TRUE,percentiles=c(.05,.50,.95),useMean=FALSE,backdata=0,save=FALSE,height=13,width=11){
255253
#
256254
Betas <- obj$Beta
257255
Sigmas <- obj$Sigma

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