Add comments, tiny changes, work on replic

.Rbuildignore

@@ -8,3 +8,4 @@
 ^setup\.R$
 
 ^cran-comments\.md$
+^README\.md$

NEWS.md

@@ -1,40 +1,58 @@
+# v0.2.0, CRAN Update 2 / JSS Revision 1
+
+- Extend methods further
+  - Add `summary()` methods for `bvar`, `bvar_irf` and `bvar_fcast`
+  - Add `as.mcmc` method to interface with *coda*
+  - Support hyperparameters and coefficients in `plot.bvar()` and `density()`
+  - Add `companion()` method to retrieve the companion matrix
+  - Improve `ylim` of `plot.bvar()` density plots with multiple chains
+  - Add `logLik()` method for `bvar` objects
+- Fix `bv_psi()` errors for modes other than "auto"
+- Change `fcast` and `irf` defaults of `bvar()` to `NULL`
+- Move from *MASS* to *mvtnorm* for `dmvnorm()` (used in `logLik()`)
+- Be more specific in error messages
+- Add *coda* to suggestions for convergence assessment etc.
+- Add files *LICENSE*, *CITATION* and *NEWS.md*
+- Improve examples for further test coverage
+  - `R CMD check --run-donttest`: One warning (deprecated functions)
+
+
 # v0.1.6, Internal Release 1
 
-- Prepare for first minor release
+- Prepare for minor release 0.2.0
 - Provide several standard methods for objects generated with *BVAR*
-  - `predict()` for ex-post forecasts and generating quantiles
-  - `irf()` / `fevd()` for ex-post irfs, fevds and generating quantiles
+  - `predict()` for ex-post forecasts and updating quantiles
+  - `irf()` / `fevd()` for ex-post irfs, fevds and updating quantiles
   - `fitted()`, `residuals()`, `coef()` and `vcov()`
   - `density()` as shorthand for calling `density()` on hyperparameters
-- Added `print()` methods for intermediate objects
+- Add `print()` methods for intermediate objects
   - Includes `bv_minnesota`, `bv_metropolis` and method outputs
-- Reworked plotting
+- Rework plotting
   - `plot.bvar()` now supports types, subsets and multiple chains
-  - `bv_plot_trace()` and `bv_plot_density()` are now deprecated
-    - `density()` offers a plot method
-    - Both can be replaced by `plot.bvar()`, incl. plotting of multiple chains
-  - Plots of `bvar_fcast` and `bvar_irf` have been changed
-    - The preferred way of calling is now: `plot(x$irf)` or `plot(irf(x))`
-    - The previous `bv_plot_irf(x)` is now deprecated
-    - Confidence bands are now set in `predict()` / `irf()` instead
-  - Added plot methods for `bvar_resid` and `bvar_density`
-- Added `sign_lim` to set maximum number of sign restriction draws
-- Prior construction has been standardised further
-  - `alpha`, `lambda` and dummy-priors are quite alike, `psi` has been aligned
+  - Deprecate `bv_plot_trace()` and `bv_plot_density()`
+    - Add `density()`, including a plot method
+    - Replace by `plot.bvar()`, incl. plotting of multiple chains
+  - Change plotting of `bvar_fcast` and `bvar_irf`
+    - Deprecate `bv_plot_irf(x)` for `plot(x$irf)` or `plot(irf(x))`
+    - Move `conf_bands` argument to `predict()` / `irf()`
+  - Add plot methods for `bvar_resid` and `bvar_density`
+- Add `sign_lim` to `bv_irf()` to set maximum number of sign restriction draws
+- Standardise prior construction further
+  - Align `alpha` and `lambda`, improve `psi` alignment
   - `bv_mn()` may be called with a numeric vector for `alpha` and/or `lambda`
-- Documentation has been improved
-  - Related functions are now documented in joint
-  - Details on priors have been added
-- Added less concise aliases for `bv_mh()` and `bv_mn()`
+- Improve documentation
+  - Document related functions in joint
+  - Add details on priors
+- Add less concise aliases for `bv_mh()` and `bv_mn()`
   - `bv_metropolis()` and `bv_minnesota()`
-- Fixed bugs related to single confidence bands at 0.5
-- Saved `fred_qd` with format version 2, lowering R dependency to (>= 3.3.0)
-- Added *vars* to suggests for shared methods, import is bypassed
+- Fix bugs related to single confidence bands at 0.5
+- Save `fred_qd` with format version 2, lowering R dependency to (>= 3.3.0)
+- Add *vars* to suggests for shared methods, import is bypassed
 
 
 # v0.1.5, CRAN Update 1
 
-- Tried to clarify licensing terms with the Federal Reserve
+- Try to clarify licensing terms with the Federal Reserve
   - Some copyrighted series may have to be removed
   - Subset the dataset to only include variables in public domain for now
 
@@ -53,15 +71,15 @@
 
 # v0.1.3, CRAN Submission 2
 
-- Updated DESCRIPTION with linked DOI
+- Update DESCRIPTION with linked DOI
 - Change `\dontrun{}` examples to `\donttest{}`
 - Improve examples for plotting and printing
-- Small fix to bounds in `plot_hyper()`
-- R CMD check --as-cran: No errors or warnings, one note (New submission)
+- Fix bounds in `plot_hyper()`
+- `R CMD check --as-cran`: No errors or warnings, one note (New submission)
 
 
 # v0.1.3, CRAN Submission 1
 
-- Updated references with links via DOI
-- Added examples to `print` and `plot` methods
-- R CMD check --as-cran: No errors or warnings, one note (New submission)
+- Update references with links via DOI
+- Add examples to `print` and `plot` methods
+- `R CMD check --as-cran`: No errors or warnings, one note (New submission)

R/58_fcast_plot.R

@@ -29,7 +29,7 @@
 #' @examples
 #' \donttest{
 #' data <- matrix(rnorm(400), ncol = 4)
-#' x <- bvar(data, lags = 2)
+#' x <- bvar(data, lags = 2, fcast = bv_fcast())
 #'
 #' # Plot forecasts for all available variables
 #' plot(predict(x))

R/91_plot.R

@@ -22,7 +22,8 @@
 #' @param mar Numeric vector. Margins for \code{\link[graphics]{par}}.
 #' @param ... Other graphical parameters for \code{\link[graphics]{par}}.
 #'
-#' @seealso \code{\link{plot.bvar_fcast}}; \code{\link{plot.bvar_irf}}.
+#' @seealso \code{\link{bvar}}; \code{\link{plot.bvar_fcast}};
+#' \code{\link{plot.bvar_irf}}.
 #'
 #' @keywords VAR BVAR trace density convergence plot
 #'

R/95_fitted.R

@@ -99,7 +99,7 @@ plot.bvar_resid <- function(x, vars = NULL, mar = c(2, 2, 2, 0.5), ...) {
 
   op <- par(mfrow = c(length(pos), 1), mar = mar, ...)
   for(i in pos) {
-    plot(x[, i], main = paste0("Residuals Variable #", i))
+    plot(x[, i], main = paste0("Variable #", i, "Residuals"))
     abline(h = 0, lty = "dashed", col = "gray")
   }
   par(op)

cran-comments.md

@@ -1,45 +1,58 @@
 # v0.2.0, CRAN Update 2 / JSS Revision 1
 
-*Under Construction*
+- Extend methods further
+  - Add `summary()` methods for `bvar`, `bvar_irf` and `bvar_fcast`
+  - Add `as.mcmc` method to interface with *coda*
+  - Support hyperparameters and coefficients in `plot.bvar()` and `density()`
+  - Add `companion()` method to retrieve the companion matrix
+  - Improve `ylim` of `plot.bvar()` density plots with multiple chains
+  - Add `logLik()` method for `bvar` objects
+- Fix `bv_psi()` errors for modes other than "auto"
+- Change `fcast` and `irf` defaults of `bvar()` to `NULL`
+- Move from *MASS* to *mvtnorm* for `dmvnorm()` (used in `logLik()`)
+- Be more specific in error messages
+- Add *coda* to suggestions for convergence assessment etc.
+- Add files *LICENSE*, *CITATION* and *NEWS.md*
+- Improve examples for further test coverage
+  - `R CMD check --run-donttest`: One warning (deprecated functions)
 
 
 # v0.1.6, Internal Release 1
 
-- Prepare for first minor release
+- Prepare for minor release 0.2.0
 - Provide several standard methods for objects generated with *BVAR*
-  - `predict()` for ex-post forecasts and generating quantiles
-  - `irf()` / `fevd()` for ex-post irfs, fevds and generating quantiles
+  - `predict()` for ex-post forecasts and updating quantiles
+  - `irf()` / `fevd()` for ex-post irfs, fevds and updating quantiles
   - `fitted()`, `residuals()`, `coef()` and `vcov()`
   - `density()` as shorthand for calling `density()` on hyperparameters
-- Added `print()` methods for intermediate objects
+- Add `print()` methods for intermediate objects
   - Includes `bv_minnesota`, `bv_metropolis` and method outputs
-- Reworked plotting
+- Rework plotting
   - `plot.bvar()` now supports types, subsets and multiple chains
-  - `bv_plot_trace()` and `bv_plot_density()` are now deprecated
-    - `density()` offers a plot method
-    - Both can be replaced by `plot.bvar()`, incl. plotting of multiple chains
-  - Plots of `bvar_fcast` and `bvar_irf` have been changed
-    - The preferred way of calling is now: `plot(x$irf)` or `plot(irf(x))`
-    - The previous `bv_plot_irf(x)` is now deprecated
-    - Confidence bands are now set in `predict()` / `irf()` instead
-  - Added plot methods for `bvar_resid` and `bvar_density`
-- Added `sign_lim` to set maximum number of sign restriction draws
-- Prior construction has been standardised further
-  - `alpha`, `lambda` and dummy-priors are quite alike, `psi` has been aligned
+  - Deprecate `bv_plot_trace()` and `bv_plot_density()`
+    - Add `density()`, including a plot method
+    - Replace by `plot.bvar()`, incl. plotting of multiple chains
+  - Change plotting of `bvar_fcast` and `bvar_irf`
+    - Deprecate `bv_plot_irf(x)` for `plot(x$irf)` or `plot(irf(x))`
+    - Move `conf_bands` argument to `predict()` / `irf()`
+  - Add plot methods for `bvar_resid` and `bvar_density`
+- Add `sign_lim` to `bv_irf()` to set maximum number of sign restriction draws
+- Standardise prior construction further
+  - Align `alpha` and `lambda`, improve `psi` alignment
   - `bv_mn()` may be called with a numeric vector for `alpha` and/or `lambda`
-- Documentation has been improved
-  - Related functions are now documented in joint
-  - Details on priors have been added
-- Added less concise aliases for `bv_mh()` and `bv_mn()`
+- Improve documentation
+  - Document related functions in joint
+  - Add details on priors
+- Add less concise aliases for `bv_mh()` and `bv_mn()`
   - `bv_metropolis()` and `bv_minnesota()`
-- Fixed bugs related to single confidence bands at 0.5
-- Saved `fred_qd` with format version 2, lowering R dependency to (>= 3.3.0)
-- Added *vars* to suggests for shared methods, import is bypassed
+- Fix bugs related to single confidence bands at 0.5
+- Save `fred_qd` with format version 2, lowering R dependency to (>= 3.3.0)
+- Add *vars* to suggests for shared methods, import is bypassed
 
 
 # v0.1.5, CRAN Update 1
 
-- Tried to clarify licensing terms with the Federal Reserve
+- Try to clarify licensing terms with the Federal Reserve
   - Some copyrighted series may have to be removed
   - Subset the dataset to only include variables in public domain for now
 
@@ -58,15 +71,15 @@
 
 # v0.1.3, CRAN Submission 2
 
-- Updated DESCRIPTION with linked DOI
+- Update DESCRIPTION with linked DOI
 - Change `\dontrun{}` examples to `\donttest{}`
 - Improve examples for plotting and printing
-- Small fix to bounds in `plot_hyper()`
-- R CMD check --as-cran: No errors or warnings, one note (New submission)
+- Fix bounds in `plot_hyper()`
+- `R CMD check --as-cran`: No errors or warnings, one note (New submission)
 
 
 # v0.1.3, CRAN Submission 1
 
-- Updated references with links via DOI
-- Added examples to `print` and `plot` methods
-- R CMD check --as-cran: No errors or warnings, one note (New submission)
+- Update references with links via DOI
+- Add examples to `print` and `plot` methods
+- `R CMD check --as-cran`: No errors or warnings, one note (New submission)

scripts/replication_script.R

@@ -72,11 +72,6 @@ priors <- bv_priors(hyper = "auto", mn = mn, soc = soc, sur = sur)
 irfs  <- bv_irf(horizon = 12, fevd = TRUE, identification = TRUE)
 
 
-# Turning off forecasts
-
-fcasts <- NULL
-
-
 # Adjust the MH-step
 
 mh <- bv_metropolis(scale_hess = 0.005, adjust_acc = TRUE,
@@ -86,7 +81,7 @@ mh <- bv_metropolis(scale_hess = 0.005, adjust_acc = TRUE,
 # Execute the model -------------------------------------------------------
 
 run <- bvar(df, lags = 5, n_draw = 25000, n_burn = 10000, n_thin = 1,
-  priors = priors, mh = mh, fcast = fcasts, irf = irfs, verbose = TRUE)
+  priors = priors, mh = mh, fcast = NULL, irf = irfs, verbose = TRUE)
 
 
 # Assessing results
@@ -108,7 +103,7 @@ dev.off()
 # IRF plots
 
 pdf("../plots_irf.pdf", width = 10, height = 8)
-plot(run$irf, vars_impulse = c("GDPC1", "FEDFUNDS"),
+plot(irf(run), vars_impulse = c("GDPC1", "FEDFUNDS"),
   vars_response = c(1:5))
 dev.off()
 
@@ -173,10 +168,10 @@ run_signs <- bvar(df_small, lags = 5, n_draw = 25000, n_burn = 10000,
   priors = priors, mh = mh, fcast = fcasts, irf = irf_signs)
 
 print(run_signs)
-print(run_signs$irf)
+print(irf(run_signs))
 
 pdf("../irf_signs.pdf", width = 10, height = 10)
-plot(run_signs$irf)
+plot(irf(run_signs))
 dev.off()
 
 
@@ -198,10 +193,8 @@ runs <- parLapply(cl, list(df, df, df),
 
 stopCluster(cl)
 
-plot(run, type = "full", vars = "lambda", chains = runs)
-
 
-pdf("../lambda_multiple.pdf", width = 10, height = 4)
+pdf("../plots_lambda_multiple.pdf", width = 10, height = 4)
 plot(run, type = "full", vars = "lambda", chains = runs)
 dev.off()