BGVAR: add_shockinfo – R documentation

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add_shockinfo

Adding shocks to 'shockinfo' argument

Adds automatically rows to 'shockinfo' data.frame for appropriate use in irf.

add_shockinfo(shockinfo=NULL, shock=NULL, restriction=NULL, sign=NULL, horizon=NULL, 
prob=NULL, scale=NULL, global=NULL, horizon.fillup=TRUE)

`shockinfo`	Dataframe to append shocks. If `shockinfo=NULL` appropriate dataframe for sign-restrictions will be created.
`shock`	String element. Variable of interest for structural shock. Only possible to add restrictions to one structural shock at a time.
`restriction`	Character vector with variables that are supposed to be sign restricted.
`sign`	Character vector with signs.
`horizon`	Numeric vector with horizons to which restriction should hold. Set `horizon.fillup` to `FALSE` to just restrict one specific horizon.
`prob`	Number between zero and one determining the probability with which restriction is supposed to hold.
`scale`	Scaling parameter.
`global`	If set to `TRUE`, shock is defined as global shock.
`horizon.fillup`	Default set to `TRUE`, horizon specified up to given horizon. Otherwise just one specific horizon is restricted.

This is only possible for sign restriction, hence if ident="sign" in get_shockinfo().