Tomasz Woźniak
Tomasz Woźniak
- [ ] turn `compute_*()` functions into generic and methods - [ ] the generic to be exported to **bsvarSIGNs**
- [x] make it more descriptive about the functionality: structural and predictive analyses - [x] make it a bit more persuasive :) - [x] cut existing references - [x] include...
Prepare for release: * [ ] `git pull` * [ ] [Close v3.0.0 milestone](../milestone/4) * [ ] Check [current CRAN check results](https://cran.rstudio.org/web/checks/check_results_bsvars.html) * [x] [Polish NEWS](https://style.tidyverse.org/news.html#news-release) * [ ] `usethis::use_github_links()`...
- [ ] develop SDDRs to `verify_structural()` hypotheses on the structural matrix $\mathbf{B}$
Introduce the estimation of the exogenous heteroskedastic regime changes as in Rigobon (2003?): - [ ] include **cpp** code - [ ] update the **R** wrapper - [ ] update...
- [x] **cpp** function `sample_Markov_process_hmsh` - [ ] **cpp** algos for `bsvar_hmsh` model - [ ] **cpp** algos for sparse `bsvar_hmsh` model - [ ] **cpp** algos for `bsvar_hmix` model...
Upon the mention and request from @RightHandOfDoom - [ ] develop a routine providing a report on MCMC diagnostics including - convergence statistics - efficiency analysis - use **coda** package...
Matt suggested on LinkedIn adding a vignette which is planned for version 3.1 - [x] First draft of the vignette will be made available on 30 Sep 2022 - [...
A colleague suggested implementing steady-state priors for VARs following Villani (2009) Villani, M. (2009). Steady‐state priors for vector autoregressions. Journal of Applied Econometrics, 24(4), 630-650. DOI: [https://doi.org/10.1002/jae.1065](https://doi.org/10.1002/jae.1065) This is planned...