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srlanalytics / bdfm

Bayesian dynamic factor model estimation and predictive statistics including nowcasting and forecasting
MIT License
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corrections/updates to news contributions of each variable #53

Closed srlanalytics closed 5 years ago

srlanalytics commented 5 years ago

Corrected how updates are calculated to variables specified by store_idx. In the previous version this incorporated only changes to contemporaneous factors. In this version, when store_idx is low frequency (as in the us_gdp.R example), the gain and thus news contribution of each series incorporates updates to lagged factors as well.

codecov-io commented 5 years ago

Codecov Report

Merging #53 into master will decrease coverage by 0.25%. The diff coverage is 40%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #53      +/-   ##
==========================================
- Coverage   59.69%   59.43%   -0.26%     
==========================================
  Files           8        8              
  Lines        1424     1425       +1     
==========================================
- Hits          850      847       -3     
- Misses        574      578       +4
Impacted Files Coverage Δ
R/dfm_core.R 59% <40%> (-3.63%) :arrow_down:

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