wbnicholson / BigVAR

Dimension Reduction Methods for Multivariate Time Series
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Add a check in ZmatF used by VARXCons to avoid a possible segfault. #40

Closed jonlachmann closed 2 years ago

jonlachmann commented 2 years ago

The added code is:

    // Return here if Z has zero columns to avoid a segfault
    if (M == 0) return(Z);

Some cleanup of the function ZmatF was also done, but nothing that changed the code, just formatting and removal of commented code blocks.