similar to: Scoping issue with irf() from {vars}

Hello, I am wondering if anyone knows how to interpret the values returned by irf function in the MSBVAR library. Some of the literature I have read indicates that impulse responses in the dependent variables are often based on a 1 unit change in the independent variable, but other sources suggest that they are based on a a change of 1 standard deviation. Any ideas which irf uses to compute the

Dear R users, I am running R-2.15.1 in Linux Slackware64-14.0. Here is my minimal working example: testfun <- function (x) { a <- 0; sapply(X="a", FUN=get, envir=sys.frame(which=x)); } Inside R, that is R called from within a Linux terminal, the following code works: testfun(x=5) print(testfun(x=6)) But within rkward the above code fails and the following works: testfun(x=1)

Greetings, I am attempting to run a function, which produces a vector and requires two input variables, across two nested factor levels. I can do this using by(X, list(factor1, factor2), function), however I haven't found a simple way to extract the list output into an organized vector form. I can do this using nested loops but it isn't exactly an optimal approach. Thank you

I am fitting a reduced form VAR model using VAR in the vars library. I have several endogenous variables, and two exogenous variables. I would like to explore the effects of a shock to one of the exogenous variables on one of the endogenous variables. Using irf in the vars library only calculates the irf for the endogenous variables, this is obviously by design, is there some theoretical

Dear R users, I need perform structural analysis on a no intercept VAR model. Unfortunately the functions irf.VAR and dfev that come with the MSBVAR package only work with objects output by the reduced.form.var function, which seems to only evaluate VAR models with intercept. Is there a way to suppress the estimation of intercept term in reduced.form.var? Do I need to modify the code, and if I

Hello, I'm using VAR models in R in order to obtain impulse responses of stock market shock on US economy. I have series of quarterly changes in real gdp, S&P 500 and quarterly level of unemployment for 1985 - 2012 period. My series are stationary. So I did all the steps below. However I don't understand what do irf function results mean. These are the cumulative orthogonal responses

After searching multiple combinations of keywords over the past two days and downloading n R graphics tutorials, I have not been able to find anything online or in my R books about how to save multiple plot panes to PNG. Specifically, I am using the irf() function in the vars package to generate plots of Impulse Response Functions: > x.data <-

Hi (Duncan?), The other day I noticed some characters will cause errors in R CMD CHECK because of parse_Rd(), and AFAIK, these chars include '%', '{' and '}'. For example, note the comments in the example section: %~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~% \name{testfun} \Rdversion{1.1} \alias{testfun} \title{ A Test } \description{ A test } \usage{ testfun() } \value{ NULL }

Hi there, I am trying to make a VECM model which does a loop to pull of long run impact coefficients. The problem is that to calculate these for a,b,c I use the irf() function and they are stored in irf$a, irf$b, irf$c. What I would really like is to be able to call irf$[variablename(x)] where I can loop through i:n for x and it will pull out the right variable. This is a bit of a waste of time

Dear R users, I am using the vars package to calculate the impulse response functions and the forecast error variance decomposition of a VAR model. Unfortunately I do not know whether these functions assume unit or one standard deviation shocks. I tried to look into the code of these functions, but in vain: neither irf, nor vars::irf, nor vars:::irf output the code of the functions. Does someone

Dear All, I have three classes of questions about generating random numbers with different packages (windows xp 32bit R). . 1. Suppose I would like to use package *foreach*, can I use current Sys.time as a seed? Although I can get the time up to1e-6 second precesion, the code below dose not work well on a local machine with two cores. ################# library(foreach) library(snow)

All, I am not understanding the scoping used in foreach when it is used inside a function. I keep getting "could not find function" errors for functions that are in memory when I try to use foreach within a function call. I have a simple example below. "testFun" is in memory and works when called by foreach directly, but when I place foreach in a function called

On Wed, 18 Feb 2015, Holger Hoefling wrote: > Hi Luke, > > Ah - I see - thank you! This at least points me to a way on how to > "fix" this. I tried setting the srcref attribute to NULL, but the hash > value is still different and so is the serialization. So this looks > like it is one difference, but not all of them when source attributes are attached they are

Hi Luke, Ah - I see - thank you! This at least points me to a way on how to "fix" this. I tried setting the srcref attribute to NULL, but the hash value is still different and so is the serialization. So this looks like it is one difference, but not all of them Even if all differences were identified - it still leaves me with different behavior between interactive and batch-mode,

Add attributes(testfun) and you will see where the two functions differ. luke On Wed, 18 Feb 2015, Holger Hoefling wrote: > Hi, > > I posted this question to the regular help list, but it seems to be > this is probably a question that is better addressed on r-devel. Sorry > for the double posting. > > I am using hash-values to cache certain results in R. This caching >

Holger, For me (see session info) using digest(as.list(f)) gets around this problem. ~G > sessionInfo() R version 3.1.0 (2014-04-10) Platform: x86_64-pc-linux-gnu (64-bit) locale: [1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C [3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8 [5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8 [7] LC_PAPER=en_US.UTF-8 LC_NAME=C [9]

Full_Name: Robert Denham Version: R-2.4.1 OS: Windows Xp Submission from: (NULL) (61.88.57.1) R gui exits without warning when I run a function which has an argument with a default that is not found. This was a result of an error in a function I wrote, but I thought that it should exit more gracefully than it does. Here is an example: testfun <- function(aa=aa) { aa <-

Hi Gabriel, thanks for your reply - it does solve the problem of my toy function, but does come with some other problems though. a) as.list(f)[[1]] yields an expression, not a function. In order to go the route you are suggesting, I would more likely use "deparse" in order to get the original back b) and more seriously - as.list strips the environment of the function (and thus

Dear R users, I need perform structural analysis on a no intercept VAR model. Unfortunately the functions irf.VAR and dfev that come with the MSBVAR package only work with objects output by the reduced.form.var function, which seems to only evaluate VAR models with intercept. Is there a way to suppress the estimation of intercept term in reduced.form.var? Do I need to modify the code, and if I

Hi, I posted this question to the regular help list, but it seems to be this is probably a question that is better addressed on r-devel. Sorry for the double posting. I am using hash-values to cache certain results in R. This caching also depends on the hash-value of the function that is being cached (calculated using the digest package). I noticed that computations that should already be cached