update the forecast method

bsvars / bsvarSIGNs

Bayesian SVARs with Sign, Zero, and Narrative Restrictions

https://bsvars.github.io/bsvarSIGNs/

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Closed donotdespair closed 2 months ago

donotdespair commented 3 months ago

Following the practice from bsvars/bvarPANELs#8

[x] develop cpp forecasting function (not bsvars::forecast_bsvars as we can compute Sigma differently)
[x] use bsvars::mnorm_cond
[x] expand R method
[x] documentation
[x] testing
[x] NEWS