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Update forecast.R
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+ simple changes to accommodate the transposes #27
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donotdespair committed Jul 16, 2024
1 parent 690e657 commit c3ea3ff
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions R/forecast.R
Original file line number Diff line number Diff line change
Expand Up @@ -75,8 +75,8 @@ forecast.PosteriorBSVARSIGN = function(

posterior_Sigma = posterior$posterior$Sigma
posterior_A = posterior$posterior$A
T = nrow(posterior$last_draw$data_matrices$X)
X_T = posterior$last_draw$data_matrices$X[T,]
T = ncol(posterior$last_draw$data_matrices$X)
X_T = posterior$last_draw$data_matrices$X[,T]
Y = posterior$last_draw$data_matrices$Y

N = nrow(posterior_Sigma)
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