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Merge branch 'main' of https://github.com/VFCI/fevdid
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matdehaven committed Oct 4, 2023
2 parents ffc388b + abb8e85 commit af3869f
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2 changes: 1 addition & 1 deletion R/as_statespace_var.R
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Expand Up @@ -24,7 +24,7 @@ as_statespace_var <- function(betas, sigma) {

## Create Var(1) objects
my <- cbind(diag(k), matrix(0, k, k * (p - 1)))
mx <- rbind(a, cbind(diag(k * (p - 1)), matrix(0, k * (p - 1), k)))
mx <- rbind(a, cbind(diag(k * (p - 1)), matrix(0, k * (p - 1), k)))
me <- rbind(sigma, matrix(0, k * (p - 1), k))

if (p == 1) my <- diag(k)
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1 change: 0 additions & 1 deletion R/bootstrap.R
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Expand Up @@ -138,7 +138,6 @@ bootstrap <- function(
ystar <- ystar[-c(1:p), ]

bootvar <- vars::VAR(ystar, p = p, type = var$type)

} else if (design == "fixed") {
ystar <- y_pred + t(boot_errors[, , nb])
bstar <- t(ystar) %*% t(z) %*% solve(z %*% t(z))
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