progress on develop-glp

bsvars / bsvarSIGNs

Bayesian SVARs with Sign, Zero, and Narrative Restrictions

http://bsvars.org/bsvarSIGNs/

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progress on develop-glp #24

Closed adamwang15 closed 5 months ago

adamwang15 commented 5 months ago

prior only contains hyperparameters now, mn priors are constructed within each loop.

donotdespair commented 5 months ago

Hey @adamwang15 So, is the GLP implemented?

adamwang15 commented 5 months ago

@donotdespair Nah, this is just an intermediate step! I probably need another merge to finish implementing GLP. Not sure why it is very difficult to code GLP in C++, I managed to code something in R but the translated C++ code does not work.

donotdespair commented 5 months ago

This is indeed strange :) @adamwang15 We'll see about that soon!