From noreply at r-forge.r-project.org  Wed Jun  5 22:46:08 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed,  5 Jun 2013 22:46:08 +0200 (CEST)
Subject: [Vars-commits] r92 - pkg/R
Message-ID: <20130605204608.33B171855AC@r-forge.r-project.org>

Author: bpfaff
Date: 2013-06-05 22:46:07 +0200 (Wed, 05 Jun 2013)
New Revision: 92

Modified:
   pkg/R/VARselect.R
Log:
Performance increase by using lm.fit()


Modified: pkg/R/VARselect.R
===================================================================
--- pkg/R/VARselect.R	2013-05-22 21:41:12 UTC (rev 91)
+++ pkg/R/VARselect.R	2013-06-05 20:46:07 UTC (rev 92)
@@ -52,7 +52,7 @@
         ys.lagged <- cbind(ylagged[, c(1:idx[i])], rhs)
         sampletot <- nrow(y)
         nstar <- ncol(ys.lagged)
-        resids <- resid(lm(yendog ~ -1 + ys.lagged))
+        resids <- lm.fit(x=ys.lagged, y=yendog)$residuals
         sigma.det <- det(crossprod(resids)/sample)
         criteria[1, i] <- log(sigma.det) + (2/sample) * (i * K^2 + K * detint)
         criteria[2, i] <- log(sigma.det) + (2 * log(log(sample))/sample) * (i * K^2 + K * detint)


From noreply at r-forge.r-project.org  Wed Jun  5 22:46:38 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed,  5 Jun 2013 22:46:38 +0200 (CEST)
Subject: [Vars-commits] r93 - pkg
Message-ID: <20130605204638.D766B185191@r-forge.r-project.org>

Author: bpfaff
Date: 2013-06-05 22:46:38 +0200 (Wed, 05 Jun 2013)
New Revision: 93

Modified:
   pkg/DESCRIPTION
Log:
Adjusted date


Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION	2013-06-05 20:46:07 UTC (rev 92)
+++ pkg/DESCRIPTION	2013-06-05 20:46:38 UTC (rev 93)
@@ -2,7 +2,7 @@
 Type: Package
 Title: VAR Modelling
 Version: 1.5-1
-Date: 2013-05-21
+Date: 2013-06-05
 Authors at R: c(person("Bernhard", "Pfaff", email = "bernhard at pfaffikus.de", role = c("aut", "cre")), person("Matthieu", "Stigler", role = "ctb"))
 Depends: R (>= 2.0.0), MASS, strucchange, urca (>= 1.1-6), lmtest (>= 0.9-26), sandwich (>= 2.2-4)
 LazyLoad: yes


From noreply at r-forge.r-project.org  Thu Jun  6 19:34:20 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Thu,  6 Jun 2013 19:34:20 +0200 (CEST)
Subject: [Vars-commits] r94 - pkg/man
Message-ID: <20130606173420.6AEF41858AC@r-forge.r-project.org>

Author: bpfaff
Date: 2013-06-06 19:34:20 +0200 (Thu, 06 Jun 2013)
New Revision: 94

Modified:
   pkg/man/SVEC.Rd
Log:
Inserted line break in example section


Modified: pkg/man/SVEC.Rd
===================================================================
--- pkg/man/SVEC.Rd	2013-06-05 20:46:38 UTC (rev 93)
+++ pkg/man/SVEC.Rd	2013-06-06 17:34:20 UTC (rev 94)
@@ -141,7 +141,8 @@
 
 \examples{
 data(Canada)
-vecm <- ca.jo(Canada[, c("prod", "e", "U", "rw")], type = "trace", ecdet = "trend", K = 3, spec = "transitory")
+vecm <- ca.jo(Canada[, c("prod", "e", "U", "rw")], type = "trace",
+              ecdet = "trend", K = 3, spec = "transitory")
 SR <- matrix(NA, nrow = 4, ncol = 4)
 SR[4, 2] <- 0
 SR


From noreply at r-forge.r-project.org  Thu Jun  6 19:34:28 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Thu,  6 Jun 2013 19:34:28 +0200 (CEST)
Subject: [Vars-commits] r95 - pkg/man
Message-ID: <20130606173428.E86661858AC@r-forge.r-project.org>

Author: bpfaff
Date: 2013-06-06 19:34:28 +0200 (Thu, 06 Jun 2013)
New Revision: 95

Modified:
   pkg/man/summary.Rd
Log:
Inserted line break in example section


Modified: pkg/man/summary.Rd
===================================================================
--- pkg/man/summary.Rd	2013-06-06 17:34:20 UTC (rev 94)
+++ pkg/man/summary.Rd	2013-06-06 17:34:28 UTC (rev 95)
@@ -112,7 +112,8 @@
 max.iter = 100, maxls = 1000, conv.crit = 1.0e-8)
 summary(svar.a)
 ## summary-method for svecest
-vecm <- ca.jo(Canada[, c("prod", "e", "U", "rw")], type = "trace", ecdet = "trend", K = 3, spec = "transitory")
+vecm <- ca.jo(Canada[, c("prod", "e", "U", "rw")], type = "trace",
+              ecdet = "trend", K = 3, spec = "transitory")
 SR <- matrix(NA, nrow = 4, ncol = 4)
 SR[4, 2] <- 0
 LR <- matrix(NA, nrow = 4, ncol = 4)


From noreply at r-forge.r-project.org  Thu Jun  6 19:34:52 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Thu,  6 Jun 2013 19:34:52 +0200 (CEST)
Subject: [Vars-commits] r96 - pkg
Message-ID: <20130606173452.5513E1858AC@r-forge.r-project.org>

Author: bpfaff
Date: 2013-06-06 19:34:52 +0200 (Thu, 06 Jun 2013)
New Revision: 96

Modified:
   pkg/DESCRIPTION
Log:
Adjusted date


Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION	2013-06-06 17:34:28 UTC (rev 95)
+++ pkg/DESCRIPTION	2013-06-06 17:34:52 UTC (rev 96)
@@ -2,7 +2,7 @@
 Type: Package
 Title: VAR Modelling
 Version: 1.5-1
-Date: 2013-06-05
+Date: 2013-06-06
 Authors at R: c(person("Bernhard", "Pfaff", email = "bernhard at pfaffikus.de", role = c("aut", "cre")), person("Matthieu", "Stigler", role = "ctb"))
 Depends: R (>= 2.0.0), MASS, strucchange, urca (>= 1.1-6), lmtest (>= 0.9-26), sandwich (>= 2.2-4)
 LazyLoad: yes


From noreply at r-forge.r-project.org  Sat Jun  8 15:51:29 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Sat,  8 Jun 2013 15:51:29 +0200 (CEST)
Subject: [Vars-commits] r97 - tags
Message-ID: <20130608135129.978981845AB@r-forge.r-project.org>

Author: bpfaff
Date: 2013-06-08 15:51:29 +0200 (Sat, 08 Jun 2013)
New Revision: 97

Added:
   tags/release-1.5-1/
Log:
Tagging release 1.5-1