IRF issues

[EmmanuelAmeyaw]

IRF.Rcpp_bvartvp(bvar_obj, 20, which_irfs, var_names=colnames(USMacroData), save=T) works.

IRF(bvar_obj, 20, which_irfs, var_names=colnames(USMacroData), save=T) does not work. This is a bug, right?

Also, it seems there is a typo here in this code: whichirfs instead of which_irfs

  \method{IRF}{bvartvp}(obj,whichirfs=NULL,percentiles=c(.05,.50,.95),
  save=FALSE,height=13,width=13,...)

Could this be causing IRF issues?

Anybody was able to get these graphs? IRF(bvar_obj, 20, which_irfs, var_names=colnames(USMacroData), save=T) didn't help.

[justKarlJust]

I have the same problem with IRF:

I executed this:

dsge_irf <- IRF(obj = dsge_obj,periods = 12,var_names = var_names,save = TRUE)

and got this:

Error in UseMethod("IRF") :
no applicable method for 'IRF' applied to an object of class "c('Rcpp_gensys', 'C++Object', 'envRefClass', '.environment',
'refClass', 'environment', 'refObject')"

Can anyone help?

[muhsinciftci]

I also had the same problem but when I checked the functions in R folder then I tackled the problem as:
"IRF.Rcpp_gensys(dsge_obj, 20, var_names = var_names, save = FALSE)" Of course you could change saving option as TRUE. Also this is applicable to IRF.Rcpp_uhlig(...) as well.

For Bayesian VAR I also used the same staff.
"IRF.Rcpp_bvarm(bvar_obj, 20, var_names = colnames(bvarMCdata),
save = FALSE, cumulative = T)" works well.

[djhurio]

So the temporal solution is not to use the IRF() function but to call the underlying IRF.Rcpp_* functions. Referring to the readme examples:

IRF(bvar_obj, 20, save = FALSE) # Error
IRF.Rcpp_bvarm(bvar_obj, 20, save = FALSE) # Works

dsge_irf <- IRF(dsge_obj,12,var_names=var_names) # Error
dsge_irf <- IRF.Rcpp_gensys(dsge_obj,12,var_names=var_names) # Works