IRF() argument shock renamed to
impulse, for better clarity. If you have
shock = in existing calls to IRF(), rename it
to impulse =.
forecast(), conditional_forecast(), and
IRF() now transform each posterior draw before summarizing,
rather than summarizing and then transforming. This fixes incorrect
prediction/credible intervals and median point estimates/predictions
when using growth_rate_idx argument. Mean point
estimates/predictions are unaffected.
Now d_pred is automatically created in
fit() to make the user-experience smoother. However, it is
still left as an argument.
Fixed IRF() plotting: specifying only one of
response/impulse (leaving the other
NULL) previously ignored the specified index and plotted
all response-impulse combinations. Now the specified index is correctly
held fixed while the other dimension varies.
New steady_state_priors_plot() function for
visualizing steady-state priors.
forecast() now overlays posterior steady-state
estimates on forecast plots.
Stan code has been optimized. This includes assuming that all prior covariance matrices are diagonal.
Added a vignette
vignette("SteadyStateBVAR-intro")
Function documentations, vignettes, and the README have been revamped quite extensively.
Stan code now uses the new array syntax (@andrjohns, #4).
Small rework of plotting in forecast() and corrected
documentation.