Wrap up for CRAN

NEWS.md

@@ -1,10 +1,11 @@
 
-# v1.0.5, CRAN Update 9
+# v1.0.5, CRAN Update 10
 - Add historical decompositions and RMSE/LPS, and WAIC for analysis
 - Improve the algorithm to draw sign restrictions
   - Shocks are now built and checked per variable
 - Fix the CRAN *NOTE* on missing "tangle output"
-- Keep older FRED-datasets due to small changes in naming
+- Update FRED-datasets to 2023-10 vintage
+  - Newer FRED-QD files include (unannounced) small naming changes
 
 
 # v1.0.4, CRAN Update 9

R/64_irf_method.R

@@ -99,12 +99,9 @@ irf.bvar <- function(x, ..., conf_bands, n_thin = 1L, verbose = FALSE) {
     sigma <- x[["sigma"]]
 
     # Check sign restrictions
-    if(!is.null(irf[["sign_restr"]]) && length(irf[["sign_restr"]]) != M ^ 2) {
-      stop("Dimensions of provided sign restrictions do not fit the data.")
-    }
-    if(!is.null(irf[["zero_restr"]]) && length(irf[["zero_restr"]]) != M ^ 2) {
-      stop("Dimensions of provided zero and sign restrictions ",
-           "do not fit the data.")
+    if(!is.null(irf[["sign_restr"]]) && length(irf[["sign_restr"]]) != M ^ 2 ||
+      !is.null(irf[["zero_restr"]]) && length(irf[["zero_restr"]]) != M ^ 2) {
+      stop("Dimensions of provided restrictions do not fit the data.")
     }
 
     # Sampling ---

inst/tinytest/test_BVAR.R

@@ -164,7 +164,7 @@ expect_silent(irfs3 <- irf(run2, opt_irf3))
 
 expect_silent(print(irfs1))
 expect_silent(print(summary(irfs1)))
-expect_silent(print(fevd(run))) # Access
+expect_silent(print(fevd(run) <- fevd(run))) # Access
 expect_silent(print(fevd(run2))) # Recalculates
 expect_silent(print(fevd(irfs2))) # Recalculates
 expect_silent(plot(irfs1, vars_res = 1, vars_imp = 1))
@@ -250,6 +250,8 @@ expect_silent(print(companion(run, conf_bands = 0.1)))
 
 expect_silent(print(hist_decomp(run, type = "mean")))
 expect_silent(print(hist_decomp(run, type = "quantile")))
-expect_silent(print(rmse(run, type = "mean")))
-expect_silent(print(lps(run, conf_bands = 0.1)))
+expect_silent(print(rmse(run)))
+expect_silent(print(rmse(run, holdout = data2[1:10, ])))
+expect_silent(print(lps(run)))
+expect_silent(print(lps(run, holdout = data2[1:10, ])))
 expect_silent(print(WAIC(run)))

tests/tinytest.R

@@ -3,7 +3,7 @@ if(requireNamespace("tinytest", quietly = TRUE)) {
 
   set.seed(42)
   home <- length(unclass(packageVersion("BVAR"))[[1]]) == 4 # 0.0.0.9000
-  home <- TRUE
+  # home <- TRUE
   if(home) { # Only run locally, let CRAN test examples and the vignette
     tinytest::test_package("BVAR", at_home = home, pattern = "^.*\\.[rR]$")
   }