update

.travis.yml

@@ -1,4 +1,5 @@
 language: r
+cache: packages
 sudo: required
 warnings_are_errors: false
 

NAMESPACE

@@ -1,18 +1,20 @@
 useDynLib(BMR)
 
-importFrom(Rcpp, evalCpp)
 import(ggplot2)
+importFrom(Rcpp, evalCpp)
 importFrom(grid, grid.newpage, viewport, pushViewport, grid.layout)
 importFrom("grDevices", "cairo_ps", "dev.list", "dev.off")
-importFrom("stats", "acf", "dbeta", "dgamma", "dnorm", "dunif",
-           "embed", "optim", "pacf", "qnorm", "rnorm", "runif", "sd",
-           "var")
+importFrom("stats", "acf", "embed", "optim", "pacf", "qnorm", "rnorm", "runif", "sd", "var")
 
 exportClasses("Rcpp_bvarm")
 exportClasses("Rcpp_bvars")
 exportClasses("Rcpp_bvars")
 exportClasses("Rcpp_cvar")
 exportClasses("Rcpp_bvartvp")
+exportClasses("Rcpp_gensys")
+exportClasses("Rcpp_uhlig")
+exportClasses("Rcpp_dsge_gensys")
+exportClasses("Rcpp_dsgevar_gensys")
 
 export(IRF,forecast,modecheck,prior,stationarity,gtsplot,gacf,gpacf)
 
@@ -22,13 +24,13 @@ S3method(plot, Rcpp_bvarm)
 S3method(plot, Rcpp_bvars)
 S3method(plot, Rcpp_bvarw)
 S3method(plot, Rcpp_bvartvp)
-S3method(plot, EDSGE)
-S3method(plot, DSGEVAR)
+S3method(plot, Rcpp_dsge_gensys)
+S3method(plot, Rcpp_dsgevar_gensys)
 
 S3method(forecast, Rcpp_bvarm)
 S3method(forecast, Rcpp_bvars)
 S3method(forecast, Rcpp_bvarw)
 S3method(forecast, Rcpp_cvar)
 
-S3method(modecheck, EDSGE)
-S3method(modecheck, DSGEVAR)
+S3method(modecheck, Rcpp_dsge_gensys)
+S3method(modecheck, Rcpp_dsgevar_gensys)

R/Plot.R

@@ -592,6 +592,6 @@ plot.Rcpp_dsgevar_gensys <- function(x,parnames=NULL,BinDenom=40,MCMCplot=FALSE,
 
 .plotdsgevar <- function(obj,parnames=NULL,BinDenom=40,trace_plot=FALSE,save=FALSE,height=13,width=13)
 {    
-    dsge_obj <- obj$get_dsge()
+    dsge_obj <- obj$dsge
     .plotedsge(dsge_obj,parnames,BinDenom,trace_plot,save,height,width)
 }

src/bmlib/include/dsge/dsgevar_class.tpp

@@ -458,7 +458,7 @@ dsgevar<T>::IRF(const int n_irf_periods)
         arma::mat dsge_obs_impact = dsge_obj_copy.kalman_mat_H.t() * G_state*arma::chol(shocks_cov,"lower");
 
         arma::mat Q_dcm, R_dcm;
-        arma::qr(Q_dcm,R_dcm,dsge_obs_impact);
+        arma::qr(Q_dcm,R_dcm,dsge_obs_impact.t());
 
         Q_dcm *= -1.0;
         R_dcm *= -1.0;

src/modules/dsge_R.hpp

@@ -64,6 +64,9 @@ class dsge_gensys_R : public bm::dsge<bm::gensys>
 
         void model_fn_R(const arma::vec& pars_inp, bm::gensys& lrem_obj_inp, arma::mat& shocks_cov_out, arma::mat& C_out, arma::mat& H_out, arma::mat& R_out);
 
+        //
+
+        SEXP get_model_fn();
         void set_model_fn(SEXP model_fn_inp);
         void eval_model(Rcpp::NumericVector pars_inp);
 
@@ -93,14 +96,15 @@ class dsgevar_gensys_R : public bm::dsgevar<bm::gensys>
         arma::vec mcmc_initial_lb;
         arma::vec mcmc_initial_ub;
 
+        void model_fn_R(const arma::vec& pars_inp, bm::gensys& lrem_obj_inp, arma::mat& shocks_cov_out, arma::mat& C_out, arma::mat& H_out, arma::mat& R_out);
+
         // member functions
 
         void build_R(const arma::mat& data_raw, bool cons_term_inp, int p_inp, double lambda_inp);
 
         arma::mat get_dsge_draws();
 
-        void model_fn_R(const arma::vec& pars_inp, bm::gensys& lrem_obj_inp, arma::mat& shocks_cov_out, arma::mat& C_out, arma::mat& H_out, arma::mat& R_out);
-
+        SEXP get_model_fn();
         void set_model_fn(SEXP model_fn_inp);
         void eval_model(Rcpp::NumericVector pars_inp);
 

src/modules/dsge_gensys_R.cpp

@@ -53,12 +53,13 @@ RCPP_MODULE(dsge_gensys_module)
         .field( "mcmc_initial_lb", &dsge_gensys_R::mcmc_initial_lb )
         .field( "mcmc_initial_ub", &dsge_gensys_R::mcmc_initial_ub )
 
+        .property( "lrem", &dsge_gensys_R::get_lrem_R, &dsge_gensys_R::set_lrem_R )
+        // .property( "model", &dsge_gensys_R::get_model_fn, &dsge_gensys_R::set_model_fn )
+
+        .method( "get_model_fn", &dsge_gensys_R::get_model_fn )
         .method( "set_model_fn", &dsge_gensys_R::set_model_fn )
         .method( "eval_model", &dsge_gensys_R::eval_model )
 
-        .method( "get_lrem", &dsge_gensys_R::get_lrem_R )
-        .method( "set_lrem", &dsge_gensys_R::set_lrem_R )
-
         .method( "set_bounds", &dsge_gensys_R::set_bounds_R )
         .method( "set_prior", &dsge_gensys_R::set_prior_R )
 
@@ -72,6 +73,12 @@ RCPP_MODULE(dsge_gensys_module)
 //
 // wrapper functions to catch errors and handle memory pointers
 
+SEXP
+dsge_gensys_R::get_model_fn()
+{
+    return model_fn_SEXP;
+}
+
 void
 dsge_gensys_R::set_model_fn(SEXP model_fn_inp)
 {
@@ -92,6 +99,8 @@ dsge_gensys_R::set_model_fn(SEXP model_fn_inp)
     }
 }
 
+//
+
 void
 dsge_gensys_R::eval_model(Rcpp::NumericVector pars_inp)
 {
@@ -151,14 +160,18 @@ dsge_gensys_R::model_fn_R(const arma::vec& pars_inp, bm::gensys& lrem_obj_inp, a
     }
 }
 
-gensys_R dsge_gensys_R::get_lrem_R()
+// get and set LREM
+
+gensys_R
+dsge_gensys_R::get_lrem_R()
 {
     gensys_R lrem_obj_out = static_cast<gensys_R&>(lrem_obj);
 
     return lrem_obj_out;
 }
 
-void dsge_gensys_R::set_lrem_R(gensys_R lrem_obj_inp)
+void
+dsge_gensys_R::set_lrem_R(gensys_R lrem_obj_inp)
 {
     try {
         lrem_obj = static_cast<bm::gensys&>(lrem_obj_inp);
@@ -171,7 +184,8 @@ void dsge_gensys_R::set_lrem_R(gensys_R lrem_obj_inp)
 
 // set bounds and prior
 
-void dsge_gensys_R::set_bounds_R(arma::vec lower_bounds_inp, arma::vec upper_bounds_inp)
+void
+dsge_gensys_R::set_bounds_R(arma::vec lower_bounds_inp, arma::vec upper_bounds_inp)
 {
     try {
         const int n_vals = lower_bounds_inp.n_elem;
@@ -194,7 +208,8 @@ void dsge_gensys_R::set_bounds_R(arma::vec lower_bounds_inp, arma::vec upper_bou
     }
 }
 
-void dsge_gensys_R::set_prior_R(const arma::uvec& prior_form_inp, const arma::mat& prior_pars_inp)
+void
+dsge_gensys_R::set_prior_R(const arma::uvec& prior_form_inp, const arma::mat& prior_pars_inp)
 { 
     try {
         this->set_prior(prior_form_inp,prior_pars_inp);
@@ -207,7 +222,8 @@ void dsge_gensys_R::set_prior_R(const arma::uvec& prior_form_inp, const arma::ma
 
 // 
 
-SEXP dsge_gensys_R::estim_mode_R(const arma::vec& initial_vals)
+SEXP
+dsge_gensys_R::estim_mode_R(const arma::vec& initial_vals)
 {
     try {
         optim::opt_settings settings;
@@ -231,7 +247,8 @@ SEXP dsge_gensys_R::estim_mode_R(const arma::vec& initial_vals)
     return R_NilValue;
 }
 
-void dsge_gensys_R::estim_mcmc_R(const arma::vec& initial_vals, int n_pop, int n_gen, int n_burnin)
+void
+dsge_gensys_R::estim_mcmc_R(const arma::vec& initial_vals, int n_pop, int n_gen, int n_burnin)
 {
     try {
         mcmc::mcmc_settings settings;
@@ -255,7 +272,10 @@ void dsge_gensys_R::estim_mcmc_R(const arma::vec& initial_vals, int n_pop, int n
     }
 }
 
-SEXP dsge_gensys_R::IRF_R(int n_irf_periods)
+//
+
+SEXP
+dsge_gensys_R::IRF_R(int n_irf_periods)
 {
     try {
         arma::cube irf_vals = this->IRF(n_irf_periods);