Hi,
I have a bi-variate VAR model and would like to convert it to SVAR but
get an error message. Could someone pinpoint anything wrong and correct my
code? Thanks,
John
amat <- matrix(c(NA, 0, NA, NA), nrow = 2, ncol = 2, byrow = TRUE)
df1<-data.frame(x=c(1,4,5,6,7,8,9,3,5,3), y=c(4,7,1,2,3,9,3,4,5,7))
var1<-VAR(df1, type = "const", ic="BIC")
svar2<-SVAR(x = var1, estmethod = "scoring", Amat = amat, Bmat =
diag(2),
max.iter = 100, conv.crit = 0.1e-6, maxls = 1000)
> amat <- matrix(c(NA, 0, NA, NA), nrow = 2, ncol = 2, byrow = TRUE)
> df1<-data.frame(x=c(1,4,5,6,7,8,9,3,5,3), y=c(4,7,1,2,3,9,3,4,5,7))
> var1<-VAR(df1, type = "const", ic="BIC")
> svar2<-SVAR(x = var1, estmethod = "scoring", Amat = amat, Bmat
= diag(2),
+ max.iter = 100, conv.crit = 0.1e-6, maxls = 1000)
Error in `[<-`(`*tmp*`, pos[i], i, value = 1) : subscript out of bounds
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The immediate problem is in svartype=="AB-model" part of SVAR:
pos <- which(is.na(rb))
cols <- length(pos)
Rb <- matrix(0, nrow = Ksq, ncol = cols)
for (i in 1:cols) Rb[pos[i], i] <- 1
Your Bmat has no NA's, so cols is 0. Then 1:cols is c(1,0), causing
an error in the for loop when it tries to reference column 1 of a 0-column
matrix. The code should use seq_len(cols) instead of 1:cols (or give
an error telling the user that Bmat should contain some NA's).
This is the sort of question one should send to the maintainer of the
package
that SVAR is in:> maintainer("vars")
[1] "Bernhard Pfaff <bernhard at pfaffikus.de>"
Bill Dunlap
TIBCO Software
wdunlap tibco.com
On Mon, Oct 22, 2018 at 8:15 PM, John <miaojpm at gmail.com> wrote:
> Hi,
>
> I have a bi-variate VAR model and would like to convert it to SVAR but
> get an error message. Could someone pinpoint anything wrong and correct my
> code? Thanks,
>
> John
>
>
> amat <- matrix(c(NA, 0, NA, NA), nrow = 2, ncol = 2, byrow = TRUE)
> df1<-data.frame(x=c(1,4,5,6,7,8,9,3,5,3), y=c(4,7,1,2,3,9,3,4,5,7))
> var1<-VAR(df1, type = "const", ic="BIC")
> svar2<-SVAR(x = var1, estmethod = "scoring", Amat = amat, Bmat
= diag(2),
> max.iter = 100, conv.crit = 0.1e-6, maxls = 1000)
>
> > amat <- matrix(c(NA, 0, NA, NA), nrow = 2, ncol = 2, byrow = TRUE)
> > df1<-data.frame(x=c(1,4,5,6,7,8,9,3,5,3), y=c(4,7,1,2,3,9,3,4,5,7))
> > var1<-VAR(df1, type = "const", ic="BIC")
> > svar2<-SVAR(x = var1, estmethod = "scoring", Amat = amat,
Bmat = diag(2),
> + max.iter = 100, conv.crit = 0.1e-6, maxls = 1000)
> Error in `[<-`(`*tmp*`, pos[i], i, value = 1) : subscript out of bounds
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/
> posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
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If it is an A model, then should I just set B = NULL or skip the entry B? William Dunlap <wdunlap at tibco.com> ? 2018?10?24? ?? ??4:14???> The immediate problem is in svartype=="AB-model" part of SVAR: > > pos <- which(is.na(rb)) > cols <- length(pos) > Rb <- matrix(0, nrow = Ksq, ncol = cols) > for (i in 1:cols) Rb[pos[i], i] <- 1 > > Your Bmat has no NA's, so cols is 0. Then 1:cols is c(1,0), causing > an error in the for loop when it tries to reference column 1 of a 0-column > matrix. The code should use seq_len(cols) instead of 1:cols (or give > an error telling the user that Bmat should contain some NA's). > > This is the sort of question one should send to the maintainer of the > package > that SVAR is in: > > maintainer("vars") > [1] "Bernhard Pfaff <bernhard at pfaffikus.de>" > > > > Bill Dunlap > TIBCO Software > wdunlap tibco.com > > On Mon, Oct 22, 2018 at 8:15 PM, John <miaojpm at gmail.com> wrote: > >> Hi, >> >> I have a bi-variate VAR model and would like to convert it to SVAR but >> get an error message. Could someone pinpoint anything wrong and correct my >> code? Thanks, >> >> John >> >> >> amat <- matrix(c(NA, 0, NA, NA), nrow = 2, ncol = 2, byrow = TRUE) >> df1<-data.frame(x=c(1,4,5,6,7,8,9,3,5,3), y=c(4,7,1,2,3,9,3,4,5,7)) >> var1<-VAR(df1, type = "const", ic="BIC") >> svar2<-SVAR(x = var1, estmethod = "scoring", Amat = amat, Bmat = diag(2), >> max.iter = 100, conv.crit = 0.1e-6, maxls = 1000) >> >> > amat <- matrix(c(NA, 0, NA, NA), nrow = 2, ncol = 2, byrow = TRUE) >> > df1<-data.frame(x=c(1,4,5,6,7,8,9,3,5,3), y=c(4,7,1,2,3,9,3,4,5,7)) >> > var1<-VAR(df1, type = "const", ic="BIC") >> > svar2<-SVAR(x = var1, estmethod = "scoring", Amat = amat, Bmat >> diag(2), >> + max.iter = 100, conv.crit = 0.1e-6, maxls = 1000) >> Error in `[<-`(`*tmp*`, pos[i], i, value = 1) : subscript out of bounds >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > >[[alternative HTML version deleted]]