Audit sign, zero, structural, and narrative restrictions

Audit sign, zero, structural, and narrative restrictions

Usage

restriction_audit(
  object,
  restrictions = NULL,
  zero_tol = 1e-08,
  probability = 0.9,
  model = "model1",
  ...
)

Arguments

object

A posterior model object.

restrictions

Optional list of restriction helper objects. If omitted for PosteriorBSVARSIGN, restrictions are extracted from the fitted identification scheme.

zero_tol

Numerical tolerance for zero restrictions.

probability

Equal-tailed interval probability used in summaries.

model

Optional model identifier.

...

Reserved for future extensions.

Value

A bsvar_post_tbl with columns model, restriction_type, restriction, variable, shock, horizon, relation, posterior_prob, mean, median, lower, and upper.

Examples

data(us_fiscal_lsuw, package = "bsvars")
spec <- bsvars::specify_bsvar$new(us_fiscal_lsuw, p = 1)
#> The identification is set to the default option of lower-triangular structural matrix.
post <- bsvars::estimate(spec, S = 5, show_progress = FALSE)

r <- list(irf_restriction("gdp", "gdp", 0, sign = 1))
audit <- restriction_audit(post, restrictions = r)
print(audit)
#> # A tibble: 1 × 12
#>   model  restriction_type restriction      variable shock horizon relation
#>   <chr>  <chr>            <chr>            <chr>    <chr>   <dbl> <chr>   
#> 1 model1 irf_sign         irf[gdp,gdp,0]>0 gdp      gdp         0 >0      
#> # ℹ 5 more variables: posterior_prob <dbl>, mean <dbl>, median <dbl>,
#> #   lower <dbl>, upper <dbl>