From noreply at r-forge.r-project.org Tue May 21 22:21:53 2013 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 21 May 2013 22:21:53 +0200 (CEST) Subject: [Vars-commits] r89 - pkg/R Message-ID: <20130521202154.196E71856F1@r-forge.r-project.org> Author: bpfaff Date: 2013-05-21 22:21:53 +0200 (Tue, 21 May 2013) New Revision: 89 Modified: pkg/R/logLik.varest.R Log: Included attributes for logLik(), objects of class varest Modified: pkg/R/logLik.varest.R =================================================================== --- pkg/R/logLik.varest.R 2012-07-28 12:51:43 UTC (rev 88) +++ pkg/R/logLik.varest.R 2013-05-21 20:21:53 UTC (rev 89) @@ -6,5 +6,8 @@ Sigma <- crossprod(resids) / obs r <- -( obs * K / 2 ) * log(2 * pi) - (obs / 2) * log(det(Sigma)) - (1 / 2) * sum(diag(resids %*% solve(Sigma) %*% t(resids))) class(r) <- "logLik" + params <- sum(unlist(lapply(object$varresult, function(x) length(coef(x))))) + attr(r, "df") <- params + attr(r, "nobs") <- object$obs return(r) } From noreply at r-forge.r-project.org Tue May 21 22:24:08 2013 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 21 May 2013 22:24:08 +0200 (CEST) Subject: [Vars-commits] r90 - pkg Message-ID: <20130521202408.343CB1856FB@r-forge.r-project.org> Author: bpfaff Date: 2013-05-21 22:24:07 +0200 (Tue, 21 May 2013) New Revision: 90 Modified: pkg/DESCRIPTION Log: Increased version number adjusted date Modified: pkg/DESCRIPTION =================================================================== --- pkg/DESCRIPTION 2013-05-21 20:21:53 UTC (rev 89) +++ pkg/DESCRIPTION 2013-05-21 20:24:07 UTC (rev 90) @@ -1,8 +1,8 @@ Package: vars Type: Package Title: VAR Modelling -Version: 1.5-0 -Date: 2012-07-22 +Version: 1.5-1 +Date: 2013-05-21 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 Wed May 22 23:41:12 2013 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 22 May 2013 23:41:12 +0200 (CEST) Subject: [Vars-commits] r91 - pkg/R Message-ID: <20130522214112.E6363180488@r-forge.r-project.org> Author: bpfaff Date: 2013-05-22 23:41:12 +0200 (Wed, 22 May 2013) New Revision: 91 Modified: pkg/R/logLik.vec2var.R Log: Added 'df' and 'nobs' attribute to returned object. Modified: pkg/R/logLik.vec2var.R =================================================================== --- pkg/R/logLik.vec2var.R 2013-05-21 20:24:07 UTC (rev 90) +++ pkg/R/logLik.vec2var.R 2013-05-22 21:41:12 UTC (rev 91) @@ -6,5 +6,8 @@ r <- -(obs * K/2) * log(2 * pi) - (obs/2) * log(det(Sigma)) - (1/2) * sum(diag(resids %*% solve(Sigma) %*% t(resids))) class(r) <- "logLik" + params <- length(unlist(object$A)) + length(object$deterministic) + attr(r, "df") <- params + attr(r, "nobs") <- object$obs return(r) }