Merge pull request #23 from bsvars/3-include-data

3 include data
bsvars · Sep 21, 2024 · 5ce13b5 · 5ce13b5
2 parents 85cb99d + 33bef29
commit 5ce13b5
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diff --git a/R/bvarPANELs-package.R b/R/bvarPANELs-package.R
@@ -188,16 +188,16 @@
 #' @examples
 #' # Basic estimation and forecasting example
 #' ############################################################
-#' data(ilo_cubic_panel)                                   # load the data
+#' data(ilo_dynamic_panel)                                   # load the data
 #' set.seed(123)
-#' specification = specify_bvarPANEL$new(ilo_cubic_panel)  # specify the model
-#' burn_in       = estimate(specification, S = 10)         # run the burn-in; use say S = 5000
+#' specification = specify_bvarPANEL$new(ilo_dynamic_panel) # specify the model
+#' burn_in       = estimate(specification, S = 10)         # run the burn-in; use say S = 10000
 #' posterior     = estimate(burn_in, S = 10)               # estimate the model; use say S = 10000
 #' predictive    = forecast(posterior, 2)                  # forecast the future       
 #' 
 #' # workflow with the pipe |>
 #' set.seed(123)
-#' ilo_cubic_panel |>
+#' ilo_dynamic_panel |>
 #'   specify_bvarPANEL$new() |>
 #'   estimate(S = 20) |> 
 #'   estimate(S = 20) |> 
@@ -208,16 +208,16 @@
 #' # Full estimation and forecasting example with 
 #' #   exogenous variables and conditional forecasts
 #' ############################################################
-#' data(ilo_cubic_panel)                                   # load the data
+#' data(ilo_dynamic_panel)                                 # load the data
 #' data(ilo_exogenous_variables)                           # load the exogenous variables
 #' data(ilo_exogenous_forecasts)                           # load the exogenous forecasts
 #' data(ilo_conditional_forecasts)                         # load the conditional forecasts
 #' set.seed(123)
 #' specification = specify_bvarPANEL$new(
-#'                   ilo_cubic_panel,
+#'                   ilo_dynamic_panel,
 #'                   exogenous = ilo_exogenous_variables
 #'                 )
-#' burn_in       = estimate(specification, S = 10)         # run the burn-in; use say S = 5000
+#' burn_in       = estimate(specification, S = 10)         # run the burn-in; use say S = 10000
 #' posterior     = estimate(burn_in, S = 10)               # estimate the model; use say S = 10000
 #' predictive    = forecast(
 #'                   posterior, 

diff --git a/R/compute_variance_decompositions.PosteriorBVARPANEL.R b/R/compute_variance_decompositions.PosteriorBVARPANEL.R
@@ -28,11 +28,11 @@
 #' 
 #' @examples
 #' # upload data
-#' data(ilo_cubic_panel)
+#' data(ilo_dynamic_panel)
 #' 
 #' # specify the model and set seed
 #' set.seed(123)
-#' specification  = specify_bvarPANEL$new(ilo_cubic_panel, p = 1)
+#' specification  = specify_bvarPANEL$new(ilo_dynamic_panel, p = 1)
 #' 
 #' # run the burn-in
 #' burn_in        = estimate(specification, 10)
@@ -46,7 +46,7 @@
 #' # workflow with the pipe |>
 #' ############################################################
 #' set.seed(123)
-#' ilo_cubic_panel |>
+#' ilo_dynamic_panel |>
 #'   specify_bvarPANEL$new(p = 1) |>
 #'   estimate(S = 10) |> 
 #'   estimate(S = 20) |> 

diff --git a/R/estimate.bvarPANEL.R b/R/estimate.bvarPANEL.R
@@ -87,12 +87,12 @@
 #' @method estimate BVARPANEL
 #' 
 #' @examples
-#' data(ilo_cubic_panel)                                   # load the data
+#' data(ilo_dynamic_panel)                                 # load the data
 #' data(ilo_exogenous_variables)                           # load the exogenous variables
 #' set.seed(123)
 #' # specify the model
-#' specification = specify_bvarPANEL$new(ilo_cubic_panel, exogenous = ilo_exogenous_variables)
-#' burn_in       = estimate(specification, 10)             # run the burn-in; use say S = 5000
+#' specification = specify_bvarPANEL$new(ilo_dynamic_panel, exogenous = ilo_exogenous_variables)
+#' burn_in       = estimate(specification, 10)             # run the burn-in; use say S = 10000
 #' posterior     = estimate(burn_in, 10)                   # estimate the model; use say S = 10000
 #' 
 #' @export

diff --git a/R/forecast.R b/R/forecast.R
@@ -87,14 +87,14 @@
 #' @author Tomasz Woźniak \email{wozniak.tom@pm.me}
 #' 
 #' @examples
-#' data(ilo_cubic_panel)                                   # load the data
+#' data(ilo_dynamic_panel)                                 # load the data
 #' data(ilo_exogenous_variables)                           # load the exogenous variables
 #' data(ilo_exogenous_forecasts)                           # load the exogenous forecast
 #' set.seed(123)
 #' 
 #' # specify the model
-#' specification = specify_bvarPANEL$new(ilo_cubic_panel, exogenous = ilo_exogenous_variables)
-#' burn_in       = estimate(specification, 10)             # run the burn-in; use say S = 5000
+#' specification = specify_bvarPANEL$new(ilo_dynamic_panel, exogenous = ilo_exogenous_variables)
+#' burn_in       = estimate(specification, 10)             # run the burn-in; use say S = 10000
 #' posterior     = estimate(burn_in, 10)                   # estimate the model; use say S = 10000
 #' 
 #' # forecast 6 years ahead
@@ -103,7 +103,7 @@
 #' # workflow with the pipe |>
 #' ############################################################
 #' set.seed(123)
-#' ilo_cubic_panel |>
+#' ilo_dynamic_panel |>
 #'   specify_bvarPANEL$new() |>
 #'   estimate(S = 10) |> 
 #'   estimate(S = 20) |> 
@@ -114,16 +114,16 @@
 #' #  growth rate
 #' ############################################################
 #' data(ilo_conditional_forecasts)                        # load the conditional forecasts of dgdp
-#' specification = specify_bvarPANEL$new(ilo_cubic_panel)    # specify the model
-#' burn_in       = estimate(specification, 10)            # run the burn-in; use say S = 5000
+#' specification = specify_bvarPANEL$new(ilo_dynamic_panel)   # specify the model
+#' burn_in       = estimate(specification, 10)            # run the burn-in; use say S = 10000
 #' posterior     = estimate(burn_in, 10)                  # estimate the model; use say S = 10000
 #' # forecast 6 years ahead
 #' predictive    = forecast(posterior, 6, conditional_forecast = ilo_conditional_forecasts)
 #' 
 #' # workflow with the pipe |>
 #' ############################################################
 #' set.seed(123)
-#' ilo_cubic_panel |>
+#' ilo_dynamic_panel |>
 #'   specify_bvarPANEL$new() |>
 #'   estimate(S = 10) |> 
 #'   estimate(S = 20) |> 

diff --git a/R/ilo_conditional_forecasts.R b/R/ilo_conditional_forecasts.R
@@ -1,23 +1,22 @@
 
-#' @title Data containing conditional projections for growth rate of GDP (dgdp)
+#' @title Data containing conditional projections for the logarithm of GDP (gdp)
 #' for 189 United Nations countries from 2024 to 2029
 #'
 #' @description For each of the countries a time series of 6 observations on 
-#' GDP growth rates (sgdp) #' formatted so they is provided to generate 
+#' GDP growth rates (gdp) formatted so they is provided to generate 
 #' conditional forecasts of labour market outcomes given the provided projected 
 #' paths of output. 
-#' Last data update was implemented on 2024-05-11.
+#' Last data update was implemented on 2024-09-21.
 #'
 #' @usage data(ilo_conditional_forecasts)
 #' 
 #' @format A list of 189 \code{ts} objects with time series of 6 observations 
 #' on 4 variables:
 #' \describe{
+#'   \item{gdp}{logarithm of gross domestic product - contains projected values}
 #'   \item{UR}{unemployment rate - contains missing values}
 #'   \item{EPR}{annual employment rate - contains missing values}
 #'   \item{LFPR}{annual labour force participation rate - contains missing values}
-#'   \item{dgdp}{annual growth rate of gross domestic product - contains projected 
-#'   values}
 #' }
 #' 
 #' @source

diff --git a/R/ilo_cubic_panel.R → R/ilo_dynamic_panel.R b/R/ilo_cubic_panel.R → R/ilo_dynamic_panel.R
@@ -3,27 +3,28 @@
 #' for 189 United Nations countries from 1991 to 2023
 #'
 #' @description For each of the countries a time series of 33 observations on 4 
-#' variables including the unemployment rate (UR), employment rate (EPR), labour
-#' force participation rate (LFPR) and the growth rate of GDP (dgdp) is provided.
-#' The missing observations are filled using imputation method.
-#' Last data update was implemented on 2024-05-11.
+#' variables including the logarithm of Gross Domestic Product (gdp), as well as
+#' the labour market outcomes including the unemployment rate (UR), employment 
+#' rate (EPR), labour force participation rate (LFPR). The missing observations 
+#' are filled using imputation method.
+#' Last data update was implemented on 2024-09-21.
 #'
-#' @usage data(ilo_cubic_panel)
+#' @usage data(ilo_dynamic_panel)
 #' 
 #' @format A list of 189 \code{ts} objects with time series of 33 observations 
 #' on 4 variables:
 #' \describe{
+#'   \item{gdp}{logarithm of gross domestic product}
 #'   \item{UR}{annual unemployment rate}
 #'   \item{EPR}{annual employment rate}
 #'   \item{LFPR}{annual labour force participation rate}
-#'   \item{dgdp}{annual growth rate of gross domestic product}
 #' }
 #' 
 #' @source 
 #' International Labour Organization. (2020). ILO modelled estimates database, 
 #' ILOSTAT [database]. Available from \url{https://ilostat.ilo.org/data/}.
 #' 
 #' @examples 
-#' data(ilo_cubic_panel)   # upload the data
+#' data(ilo_dynamic_panel)   # upload the data
 #' 
-"ilo_cubic_panel"
+"ilo_dynamic_panel"
diff --git a/R/plot.R b/R/plot.R
@@ -28,7 +28,7 @@
 #' @author Tomasz Woźniak \email{wozniak.tom@pm.me}
 #' 
 #' @examples
-#' specification = specify_bvarPANEL$new(ilo_cubic_panel)    # specify the model
+#' specification = specify_bvarPANEL$new(ilo_dynamic_panel)  # specify the model
 #' burn_in       = estimate(specification, 10)               # run the burn-in
 #' posterior     = estimate(burn_in, 10)                     # estimate the model
 #'
@@ -39,7 +39,7 @@
 #' # workflow with the pipe |>
 #' ############################################################
 #' set.seed(123)
-#' ilo_cubic_panel |>
+#' ilo_dynamic_panel |>
 #'   specify_bvarPANEL$new() |>
 #'   estimate(S = 10) |> 
 #'   estimate(S = 10) |> 
@@ -115,7 +115,7 @@ plot.ForecastsPANEL = function(
 #' 
 #' @examples
 #' set.seed(123)
-#' specification  = specify_bvarPANEL$new(ilo_cubic_panel)
+#' specification  = specify_bvarPANEL$new(ilo_dynamic_panel)
 #' 
 #' # run the burn-in
 #' burn_in        = estimate(specification, 10)
@@ -130,7 +130,7 @@ plot.ForecastsPANEL = function(
 #' # workflow with the pipe |>
 #' ############################################################
 #' set.seed(123)
-#' ilo_cubic_panel |>
+#' ilo_dynamic_panel |>
 #'   specify_bvarPANEL$new() |>
 #'   estimate(S = 10) |> 
 #'   estimate(S = 20) |> 

diff --git a/R/specify_bvarpanel.R b/R/specify_bvarpanel.R
@@ -287,8 +287,8 @@ specify_starting_values_bvarPANEL = R6::R6Class(
 #' Bayesian Panel VAR model for all countries \eqn{c = 1, ..., C}.
 #' 
 #' @examples 
-#' data(ilo_cubic_panel)
-#' YX = specify_panel_data_matrices$new(data = ilo_cubic_panel, p = 4)
+#' data(ilo_dynamic_panel)
+#' YX = specify_panel_data_matrices$new(data = ilo_dynamic_panel, p = 4)
 #' length(YX$Y); names(YX$Y)
 #'
 #' @export
@@ -364,8 +364,8 @@ specify_panel_data_matrices = R6::R6Class(
     #' Returns the data matrices DataMatricesBVARPANEL as a \code{list}.
     #' 
     #' @examples 
-    #' data(ilo_cubic_panel)
-    #' YX = specify_panel_data_matrices$new(ilo_cubic_panel)
+    #' data(ilo_dynamic_panel)
+    #' YX = specify_panel_data_matrices$new(ilo_dynamic_panel)
     #' YX$get_data_matrices()
     #' 
     get_data_matrices = function() {
@@ -390,9 +390,9 @@ specify_panel_data_matrices = R6::R6Class(
 #' Vector Autoregression.
 #' 
 #' @examples 
-#' data(ilo_cubic_panel)
+#' data(ilo_dynamic_panel)
 #' spec = specify_bvarPANEL$new(
-#'    data = ilo_cubic_panel,
+#'    data = ilo_dynamic_panel,
 #'    p = 4
 #' )
 #' 
@@ -456,9 +456,9 @@ specify_bvarPANEL = R6::R6Class(
     #' Returns the data matrices as the DataMatricesBVARPANEL object.
     #' 
     #' @examples
-    #' data(ilo_cubic_panel)
+    #' data(ilo_dynamic_panel)
     #' spec = specify_bvarPANEL$new(
-    #'    data = ilo_cubic_panel,
+    #'    data = ilo_dynamic_panel,
     #'    p = 4
     #' )
     #' spec$get_data_matrices()
@@ -471,9 +471,9 @@ specify_bvarPANEL = R6::R6Class(
     #' Returns the prior specification as the PriorBVARPANEL object.
     #' 
     #' @examples 
-    #' data(ilo_cubic_panel)
+    #' data(ilo_dynamic_panel)
     #' spec = specify_bvarPANEL$new(
-    #'    data = ilo_cubic_panel,
+    #'    data = ilo_dynamic_panel,
     #'    p = 4
     #' )
     #' spec$get_prior()
@@ -486,9 +486,9 @@ specify_bvarPANEL = R6::R6Class(
     #' Returns the starting values as the StartingValuesBVARPANEL object.
     #' 
     #' @examples 
-    #' data(ilo_cubic_panel)
+    #' data(ilo_dynamic_panel)
     #' spec = specify_bvarPANEL$new(
-    #'    data = ilo_cubic_panel,
+    #'    data = ilo_dynamic_panel,
     #'    p = 4
     #' )
     #' spec$get_starting_values()
@@ -505,9 +505,9 @@ specify_bvarPANEL = R6::R6Class(
     #' start adapting, the initial scaling rate
     #' 
     #' @examples 
-    #' data(ilo_cubic_panel)
+    #' data(ilo_dynamic_panel)
     #' spec = specify_bvarPANEL$new(
-    #'    data = ilo_cubic_panel,
+    #'    data = ilo_dynamic_panel,
     #'    p = 4
     #' )
     #' spec$set_adaptiveMH(c(0.6, 0.4, 10, 0.1))
@@ -539,10 +539,10 @@ specify_bvarPANEL = R6::R6Class(
 #' 
 #' @examples 
 #' # This is a function that is used within estimate()
-#' data(ilo_cubic_panel)
+#' data(ilo_dynamic_panel)
 #' set.seed(123)
 #' specification = specify_bvarPANEL$new(
-#'    data = ilo_cubic_panel,
+#'    data = ilo_dynamic_panel,
 #'    p = 4
 #' )
 #' 
@@ -602,10 +602,10 @@ specify_posterior_bvarPANEL = R6::R6Class(
     #' Returns a list containing Bayesian estimation output.
     #' 
     #' @examples 
-    #' data(ilo_cubic_panel)
+    #' data(ilo_dynamic_panel)
     #' set.seed(123)
     #' specification = specify_bvarPANEL$new(
-    #'    data = ilo_cubic_panel,
+    #'    data = ilo_dynamic_panel,
     #'    p = 4
     #' )
     #' 
@@ -622,10 +622,10 @@ specify_posterior_bvarPANEL = R6::R6Class(
     #' MCMC estimation using \code{estimate()}.
     #' 
     #' @examples
-    #' data(ilo_cubic_panel)
+    #' data(ilo_dynamic_panel)
     #' set.seed(123)
     #' specification = specify_bvarPANEL$new(
-    #'    data = ilo_cubic_panel,
+    #'    data = ilo_dynamic_panel,
     #'    p = 4
     #' )
     #'