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srlanalytics / bdfm

Bayesian dynamic factor model estimation and predictive statistics including nowcasting and forecasting
MIT License
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Chris take #66

Closed christophsax closed 5 years ago

christophsax commented 5 years ago

started to work on documentation and clean up.

This is mainly work on the docu of dfm.

We still need better descriptions for the following arguments:

#' @param trans_prior prior matrix for B in the transition equation. Default is
#'   zeros.
#' @param trans_shrink prior tightness on B matrix in trasition equation
#' @param trans_df prior deg. of freedom for transition equation
#' @param obs_prior prior matrix for H (loadings) in the observation equation
#'  Default is zeros.
#' @param obs_shrink prior tightness on H (loadings) in the observation equation
#' @param obs_df prior deg. of freedom for observables, entered as vector with
#'   length equal to the number of observables.

The description should tell the user why this should be changed.

I will work on the vignette next. Probably I can fix these afterwards.

codecov-io commented 5 years ago

Codecov Report

Merging #66 into master will decrease coverage by 0.29%. The diff coverage is 29.33%.

Impacted file tree graph

@@           Coverage Diff            @@
##           master     #66     +/-   ##
========================================
- Coverage    62.8%   62.5%   -0.3%     
========================================
  Files          11      11             
  Lines        1535    1523     -12     
========================================
- Hits          964     952     -12     
  Misses        571     571
Impacted Files Coverage Δ
R/auto_process.R 100% <ø> (ø) :arrow_up:
R/dfm-methods.R 2.32% <2.63%> (-0.91%) :arrow_down:
R/dfm_core.R 58.78% <52.17%> (-7.42%) :arrow_down:
R/dfm.R 54.09% <57.14%> (+0.76%) :arrow_up:
R/bdfm.R 49.44% <71.42%> (ø) :arrow_up:
R/utils.R 5.08% <0%> (-8.48%) :arrow_down:

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