rot.eval {BGVAR}R Documentation

Rotation matrix diagnostics for sign restrictions

Description

This function evaluates the log file that can be generated when identifying shocks with sign restrictions and using parallelization, probably on a server. The function has to be executed on a different R session than the one on which the the sign restriction search is executed (probably a local R session). It shows how many rotation matrices are found so far and how many tries it takes on average to find a suitable matrix. The output is printed to the (local) R console.

Usage

rot.eval(File)

Arguments

File

The path and file name of the log file created by IRF. The default file name is log.txt.

Value

Author(s)

Martin Feldkircher

See Also

IRF.

Examples


# call this in R-----------------------------------------------------------------------------------------------------------
#setwd("mydirectory")
 #library(BGVAR)
 #data(eerData)
 #model.ssvs.eer<-bgvar(Data=eer.data,W=W.trade0012,saves=1500,burns=500,plag=1,Cpu=1,prior="SSVS",save_thin=0.3,eigen=TRUE,trim=1.05)

 # estimate this on a cluster using multiple CPU cores
 #sign.constr.eer<-list()
 #sign.constr.eer$shock1$shock<-"US.y" # Positive AD Shock, gdp goes up,
 #sign.constr.eer$shock1$restrictions$res1<-"US.Dp" #  inflation up and interest rates as well
 #sign.constr.eer$shock1$restrictions$res2<-"US.stir"
 #sign.constr.eer$shock1$sign<-c(">",">",">")
 #sign.constr.eer$shock1$rest.horz<-c(1,1,1)
 #sign.constr.eer$shock1$constr<-c(1,1,1)
 #sign.constr.eer$shock1$scal<-1 #+1% increase
 #rotSpec<-list();rotSpec$Srots<-1;rotSpec$MaxTries<-5000
 #irf.sign<-IRF(gvar.obj=model.ssvs.eer,shockc=NULL,nhor=48,sign.constr=sign.constr.eer,rotSpec=rotSpec,cpu=2)

# use at another (local) R session  to infer about rotation sampling
 #rot.eval(File="/mydirectory/log.txt")

[Package BGVAR version 1.1.3 Index]