[Vars-commits] r114 - in pkg: . R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Mar 19 12:19:58 CET 2023
Author: bpfaff
Date: 2023-03-19 12:19:58 +0100 (Sun, 19 Mar 2023)
New Revision: 114
Modified:
pkg/DESCRIPTION
pkg/NAMESPACE
pkg/R/A.R
pkg/R/B.R
pkg/R/BQ.R
pkg/R/Phi.svarest.R
pkg/R/Phi.svecest.R
pkg/R/Phi.varest.R
pkg/R/Phi.vec2var.R
pkg/R/Psi.varest.R
pkg/R/Psi.vec2var.R
pkg/R/SVAR.R
pkg/R/SVEC.R
pkg/R/arch.R
pkg/R/causality.R
pkg/R/fanchart.R
pkg/R/fevd.svarest.R
pkg/R/fevd.svecest.R
pkg/R/fevd.varest.R
pkg/R/fevd.vec2var.R
pkg/R/fitted.vec2var.R
pkg/R/internal.R
pkg/R/irf.svarest.R
pkg/R/irf.svecest.R
pkg/R/irf.varest.R
pkg/R/irf.vec2var.R
pkg/R/normality.R
pkg/R/residuals.vec2var.R
pkg/R/restrict.R
pkg/R/roots.R
pkg/R/serial.R
pkg/R/vec2var.R
Log:
Fixed class checks with is()
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/DESCRIPTION 2023-03-19 11:19:58 UTC (rev 114)
@@ -2,10 +2,11 @@
Type: Package
Title: VAR Modelling
Version: 1.5-7
-Date: 2023-03-12
+Date: 2023-03-19
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)
+Imports: methods
LazyLoad: yes
Description: Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error variance decomposition and impulse response functions of VAR models and estimation of SVAR and SVEC models.
License: GPL (>= 2)
Modified: pkg/NAMESPACE
===================================================================
--- pkg/NAMESPACE 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/NAMESPACE 2023-03-19 11:19:58 UTC (rev 114)
@@ -87,6 +87,6 @@
"plot.ts", "predict", "printCoefmat", "qnorm", "quantile",
"resid", "residuals", "rnorm", "update", "vcov")
importFrom("utils", "head", "tail")
-
+importFrom("methods", "is")
import(MASS)
import(strucchange)
Modified: pkg/R/A.R
===================================================================
--- pkg/R/A.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/A.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,7 +1,7 @@
"Acoef" <-
function (x)
{
- if (!(class(x) == "varest")) {
+ if (!is(x, "varest")) {
stop("\nPlease provide an object of class 'varest', generated by 'var()'.\n")
}
K <- x$K
Modified: pkg/R/B.R
===================================================================
--- pkg/R/B.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/B.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"Bcoef" <-
function(x){
- if(!(class(x)=="varest")){
+ if(!is(x, "varest")){
stop("\nPlease provide an object of class 'varest', generated by 'var()'.\n")
}
y.names <- colnames(x$datamat[, c(1 : x$K)])
Modified: pkg/R/BQ.R
===================================================================
--- pkg/R/BQ.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/BQ.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"BQ" <-
function(x){
- if (!class(x) == "varest") {
+ if (!is(x, "varest")) {
stop("\nPlease, provide an object of class 'varest',\n generated by function 'VAR()' as input for 'x'.\n")
}
Amats <- Acoef(x)
Modified: pkg/R/Phi.svarest.R
===================================================================
--- pkg/R/Phi.svarest.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/Phi.svarest.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"Phi.svarest" <-
function(x, nstep = 10, ...){
- if(!(class(x)=="svarest")){
+ if(!is(x, "svarest")){
stop("\nPlease provide an object of class 'svarest', generated by 'SVAR()'.\n")
}
nstep <- abs(as.integer(nstep))
Modified: pkg/R/Phi.svecest.R
===================================================================
--- pkg/R/Phi.svecest.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/Phi.svecest.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"Phi.svecest" <-
function(x, nstep = 10, ...){
- if(!(class(x)=="svecest")){
+ if(!is(x, "svecest")){
stop("\nPlease provide an object of class 'svecest', generated by 'SVEC()'.\n")
}
nstep <- abs(as.integer(nstep))
Modified: pkg/R/Phi.varest.R
===================================================================
--- pkg/R/Phi.varest.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/Phi.varest.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"Phi.varest" <-
function(x, nstep=10, ...){
- if(!(class(x)=="varest")){
+ if(!is(x, "varest")){
stop("\nPlease provide an object of class 'varest', generated by 'VAR()'.\n")
}
nstep <- abs(as.integer(nstep))
Modified: pkg/R/Phi.vec2var.R
===================================================================
--- pkg/R/Phi.vec2var.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/Phi.vec2var.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"Phi.vec2var" <-
function(x, nstep=10, ...){
- if(!(class(x)=="vec2var")){
+ if(!is(x, "vec2var")){
stop("\nPlease provide an object of class 'vec2var', generated by 'vec2var()'.\n")
}
nstep <- abs(as.integer(nstep))
Modified: pkg/R/Psi.varest.R
===================================================================
--- pkg/R/Psi.varest.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/Psi.varest.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"Psi.varest" <-
function(x, nstep=10, ...){
- if(!(class(x)=="varest")){
+ if(!is(x, "varest")){
stop("\nPlease provide an object of class 'varest', generated by 'VAR()'.\n")
}
nstep <- abs(as.integer(nstep))
Modified: pkg/R/Psi.vec2var.R
===================================================================
--- pkg/R/Psi.vec2var.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/Psi.vec2var.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"Psi.vec2var" <-
function(x, nstep=10, ...){
- if(!(class(x)=="vec2var")){
+ if(!is(x, "vec2var")){
stop("\nPlease provide an object of class 'vec2var', generated by 'vec2var()'.\n")
}
nstep <- abs(as.integer(nstep))
Modified: pkg/R/SVAR.R
===================================================================
--- pkg/R/SVAR.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/SVAR.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -3,7 +3,7 @@
Bmat = NULL, start = NULL, max.iter = 100, conv.crit = 1e-07,
maxls = 1, lrtest = TRUE, ...)
{
- if (!class(x) == "varest") {
+ if (!is(x, "varest")) {
stop("\nPlease, provide an object of class 'varest',\n generated by function 'VAR()' as input for 'x'.\n")
}
call <- match.call()
Modified: pkg/R/SVEC.R
===================================================================
--- pkg/R/SVEC.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/SVEC.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"SVEC" <-
function(x, LR = NULL, SR = NULL, r = 1, start = NULL, max.iter = 100, conv.crit = 1e-07, maxls = 1, lrtest = TRUE, boot = FALSE, runs = 100){
- if (!(class(x) == "ca.jo")) {
+ if (!is(x, "ca.jo")) {
stop("\nPlease, provide object of class 'ca.jo' as 'z'.\n")
}
if((is.null(LR)) || (is.null(SR))){
Modified: pkg/R/arch.R
===================================================================
--- pkg/R/arch.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/arch.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"arch.test" <-
function(x, lags.single = 16, lags.multi = 5, multivariate.only = TRUE){
- if(!((class(x)=="varest") || (class(x)=="vec2var"))){
+ if(!(is(x, "varest") || is(x, "vec2var"))){
stop("\nPlease provide an object of class 'varest', generated by 'var()', or an object of class 'vec2var' generated by 'vec2var()'.\n")
}
obj.name <- deparse(substitute(x))
Modified: pkg/R/causality.R
===================================================================
--- pkg/R/causality.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/causality.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
causality <-
function(x, cause = NULL, vcov.=NULL, boot=FALSE, boot.runs=100){
- if(!(class(x)=="varest")){
+ if(!is(x, "varest")){
stop("\nPlease provide an object of class 'varest', generated by 'var()'.\n")
}
K <- x$K
Modified: pkg/R/fanchart.R
===================================================================
--- pkg/R/fanchart.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/fanchart.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,7 +1,8 @@
"fanchart" <-
function(x, colors = NULL, cis = NULL, names = NULL, main = NULL, ylab = NULL, xlab = NULL, col.y = NULL, nc, plot.type = c("multiple", "single"), mar = par("mar"), oma = par("oma"), ...){
- if(!(class(x) == "varprd"))
- stop("\nPlease provide an object of class 'varprd',\ngenerated by predict-method for objects of class 'varest'.\n")
+ if(!is(x, "varprd")){
+ stop("\nPlease provide an object of class 'varprd',\ngenerated by predict-method for objects of class 'varest'.\n")
+ }
if(is.null(colors))
colors <- gray(sqrt(seq(from = 0.05, to = 1.0, length = 9)))
if(is.null(cis)){
Modified: pkg/R/fevd.svarest.R
===================================================================
--- pkg/R/fevd.svarest.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/fevd.svarest.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"fevd.svarest" <-
function(x, n.ahead=10, ...){
- if(!(class(x)=="svarest")){
+ if(!is(x, "svarest")){
stop("\nPlease provide an object of class 'svarest', generated by 'SVAR()'.\n")
}
n.ahead <- abs(as.integer(n.ahead))
Modified: pkg/R/fevd.svecest.R
===================================================================
--- pkg/R/fevd.svecest.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/fevd.svecest.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"fevd.svecest" <-
function(x, n.ahead=10, ...){
- if(!(class(x)=="svecest")){
+ if(!is(x, "svecest")){
stop("\nPlease provide an object of class 'svecest', generated by 'SVEC()'.\n")
}
n.ahead <- abs(as.integer(n.ahead))
Modified: pkg/R/fevd.varest.R
===================================================================
--- pkg/R/fevd.varest.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/fevd.varest.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"fevd.varest" <-
function(x, n.ahead=10, ...){
- if(!(class(x)=="varest")){
+ if(!is(x, "varest")){
stop("\nPlease provide an object of class 'varest', generated by 'VAR()'.\n")
}
n.ahead <- abs(as.integer(n.ahead))
Modified: pkg/R/fevd.vec2var.R
===================================================================
--- pkg/R/fevd.vec2var.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/fevd.vec2var.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"fevd.vec2var" <-
function(x, n.ahead=10, ...){
- if(!(class(x)=="vec2var")){
+ if(!is(x, "vec2var")){
stop("\nPlease provide an object of class 'vec2var', generated by 'vec2var()'.\n")
}
n.ahead <- abs(as.integer(n.ahead))
Modified: pkg/R/fitted.vec2var.R
===================================================================
--- pkg/R/fitted.vec2var.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/fitted.vec2var.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"fitted.vec2var" <-
function(object, ...){
- if (!(class(object) == "vec2var")) {
+ if (!is(object, "vec2var")) {
stop("\nPlease, provide object of class 'vec2var' as 'object'.\n")
}
resids <- resid(object)
Modified: pkg/R/internal.R
===================================================================
--- pkg/R/internal.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/internal.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -84,13 +84,13 @@
##
".irf" <-
function(x, impulse, response, y.names, n.ahead, ortho, cumulative){
- if((class(x) == "varest") || (class(x) == "vec2var")){
+ if(is(x, "varest") || is(x, "vec2var")){
if(ortho){
irf <- Psi(x, nstep = n.ahead)
} else {
irf <- Phi(x, nstep = n.ahead)
}
- } else if((class(x) == "svarest") || (class(x) == "svecest")){
+ } else if(is(x, "svarest") || is(x, "svecest")){
irf <- Phi(x, nstep = n.ahead)
}
dimnames(irf) <- list(y.names, y.names, NULL)
@@ -118,9 +118,9 @@
".boot" <-
function(x, n.ahead, runs, ortho, cumulative, impulse, response, ci, seed, y.names){
if(!(is.null(seed))) set.seed(abs(as.integer(seed)))
- if(class(x) == "varest"){
+ if(is(x, "varest")){
VAR <- eval.parent(x)
- }else if(class(x) == "svarest"){
+ }else if(is(x, "svarest")){
VAR <- eval.parent(x$var)
} else {
stop("Bootstrap not implemented for this class.\n")
@@ -152,7 +152,7 @@
lasty <- c(ysampled[j + p, ], lasty)
}
varboot <- update(VAR, y = ysampled)
- if(class(x) == "svarest"){
+ if(is(x, "svarest")){
varboot <- update(x, x = varboot)
}
BOOT[[i]] <- .irf(x = varboot, n.ahead = n.ahead, ortho = ortho, cumulative = cumulative, impulse = impulse, response = response, y.names=y.names)
Modified: pkg/R/irf.svarest.R
===================================================================
--- pkg/R/irf.svarest.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/irf.svarest.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"irf.svarest" <-
function(x, impulse=NULL, response=NULL, n.ahead=10, ortho=TRUE, cumulative=FALSE, boot=TRUE, ci=0.95, runs=100, seed=NULL, ...){
- if(!(class(x)=="svarest")){
+ if(!is(x, "svarest")){
stop("\nPlease provide an object of class 'svarest', generated by 'SVAR()'.\n")
}
y.names <- colnames(x$var$y)
Modified: pkg/R/irf.svecest.R
===================================================================
--- pkg/R/irf.svecest.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/irf.svecest.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"irf.svecest" <-
function(x, impulse=NULL, response=NULL, n.ahead=10, ortho=TRUE, cumulative=FALSE, boot=TRUE, ci=0.95, runs=100, seed=NULL, ...){
- if(!(class(x)=="svecest")){
+ if(!is(x, "svecest")){
stop("\nPlease provide an object of class 'svecest', generated by 'SVEC()'.\n")
}
y.names <- colnames(x$var at x)
Modified: pkg/R/irf.varest.R
===================================================================
--- pkg/R/irf.varest.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/irf.varest.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"irf.varest" <-
function(x, impulse=NULL, response=NULL, n.ahead=10, ortho=TRUE, cumulative=FALSE, boot=TRUE, ci=0.95, runs=100, seed=NULL, ...){
- if(!(class(x)=="varest")){
+ if(!is(x, "varest")){
stop("\nPlease provide an object of class 'varest', generated by 'VAR()'.\n")
}
y.names <- colnames(x$y)
Modified: pkg/R/irf.vec2var.R
===================================================================
--- pkg/R/irf.vec2var.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/irf.vec2var.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"irf.vec2var" <-
function(x, impulse=NULL, response=NULL, n.ahead=10, ortho=TRUE, cumulative=FALSE, boot=TRUE, ci=0.95, runs=100, seed=NULL, ...){
- if(!(class(x)=="vec2var")){
+ if(!is(x, "vec2var")){
stop("\nPlease provide an object of class 'vec2var', generated by 'vec2var()'.\n")
}
y.names <- colnames(x$y)
Modified: pkg/R/normality.R
===================================================================
--- pkg/R/normality.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/normality.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"normality.test" <-
function(x, multivariate.only = TRUE){
- if(!((class(x)=="varest") || (class(x)=="vec2var"))){
+ if(!(is(x, "varest") || is(x, "vec2var"))){
stop("\nPlease provide an object of class 'varest', generated by 'var()', or an object of class 'vec2var' generated by 'vec2var()'.\n")
}
obj.name <- deparse(substitute(x))
Modified: pkg/R/residuals.vec2var.R
===================================================================
--- pkg/R/residuals.vec2var.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/residuals.vec2var.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"residuals.vec2var" <-
function(object, ...){
- if (!(class(object) == "vec2var")) {
+ if (!is(object, "vec2var")) {
stop("\nPlease, provide object of class 'vec2var' as 'object'.\n")
}
resids <- object$datamat[, colnames(object$y)] - object$datamat[, colnames(object$deterministic)] %*% t(object$deterministic)
Modified: pkg/R/restrict.R
===================================================================
--- pkg/R/restrict.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/restrict.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,7 +1,7 @@
"restrict" <-
function (x, method = c("ser", "manual"), thresh = 2, resmat = NULL)
{
- if (!(class(x) == "varest")) {
+ if (!is(x, "varest")) {
stop("\nPlease provide an object of class 'varest', generated by 'var()'.\n")
}
method <- match.arg(method)
Modified: pkg/R/roots.R
===================================================================
--- pkg/R/roots.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/roots.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"roots" <-
function(x, modulus = TRUE){
- if(!(class(x)=="varest")){
+ if(!is(x, "varest")){
stop("\nPlease provide an object of class 'varest', generated by 'VAR()'.\n")
}
K <- x$K
Modified: pkg/R/serial.R
===================================================================
--- pkg/R/serial.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/serial.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"serial.test" <-
function(x, lags.pt = 16, lags.bg = 5, type = c("PT.asymptotic", "PT.adjusted", "BG", "ES")){
- if(!((class(x)=="varest") || (class(x)=="vec2var"))){
+ if(!(is(x, "varest") || is(x, "vec2var"))){
stop("\nPlease provide an object of class 'varest', generated by 'var()', or an object of class 'vec2var' generated by 'vec2var()'.\n")
}
obj.name <- deparse(substitute(x))
Modified: pkg/R/vec2var.R
===================================================================
--- pkg/R/vec2var.R 2023-03-12 15:00:45 UTC (rev 113)
+++ pkg/R/vec2var.R 2023-03-19 11:19:58 UTC (rev 114)
@@ -1,6 +1,6 @@
"vec2var" <-
function(z, r = 1){
- if (!(class(z) == "ca.jo")) {
+ if (!is(z, "ca.jo")) {
stop("\nPlease, provide object of class 'ca.jo' as 'z'.\n")
}
r <- as.integer(r)
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