Last updated on 2024-06-29 15:51:13 CEST.
| Package | ERROR | NOTE | OK |
|---|---|---|---|
| bsvars | 1 | 4 | 8 |
Current CRAN status: ERROR: 1, NOTE: 4, OK: 8
Version: 3.0
Check: examples
Result: ERROR
Running examples in 'bsvars-Ex.R' failed
The error most likely occurred in:
> ### Name: compute_variance_decompositions.PosteriorBSVARMIX
> ### Title: Computes posterior draws of the forecast error variance
> ### decomposition
> ### Aliases: compute_variance_decompositions.PosteriorBSVARMIX
>
> ### ** Examples
>
> # upload data
> data(us_fiscal_lsuw)
>
> # specify the model and set seed
> set.seed(123)
> specification = specify_bsvar_mix$new(us_fiscal_lsuw, p = 1, M = 2)
The identification is set to the default option of lower-triangular structural matrix.
>
> # run the burn-in
> burn_in = estimate(specification, 10)
**************************************************|
bsvars: Bayesian Structural Vector Autoregressions|
**************************************************|
Gibbs sampler for the SVAR-finiteMIX model |
**************************************************|
Progress of the MCMC simulation for 10 draws
Every draw is saved via MCMC thinning
Press Esc to interrupt the computations
**************************************************|
0% 10 20 30 40 50 60 70 80 90 100%
[----|----|----|----|----|----|----|----|----|----|
**************************************************|
>
> # estimate the model
> posterior = estimate(burn_in, 20)
**************************************************|
bsvars: Bayesian Structural Vector Autoregressions|
**************************************************|
Gibbs sampler for the SVAR-finiteMIX model |
**************************************************|
Progress of the MCMC simulation for 20 draws
Every draw is saved via MCMC thinning
Press Esc to interrupt the computations
**************************************************|
0% 10 20 30 40 50 60 70 80 90 100%
[----|----|----|----|----|----|----|----|----|----|
**************************************************|
>
> # compute forecast error variance decomposition 2 years ahead
> fevd = compute_variance_decompositions(posterior, horizon = 8)
Flavor: r-devel-windows-x86_64
Version: 3.0.1
Check: installed package size
Result: NOTE
installed size is 13.3Mb
sub-directories of 1Mb or more:
libs 11.9Mb
Flavors: r-release-macos-arm64, r-release-macos-x86_64, r-oldrel-macos-arm64, r-oldrel-macos-x86_64