VARIMA: identification = "scalar_components" not working even if in the code is present
Nobody has claimed this yet.
- Dominant language
- R
- Stars
- 588
- Forks
- 71
- Avg merge
- 1h 58m
- Merged PRs (30d)
- 1
Description
The parameter identification in the VARIMA function takes only the values "none" or "kronecker_indices". If I set identification == "scalar_components", I get an error suggesting I should pick the above options.
However, if I read the code in VARIMA.R (function train_varima, line 31), I read
} else if (identification == "scalar_components") {
with(
MTS::SCMid2(yd, max(p), max(q)),
MTS::SCMfit(
yd,
SCMorder, Tmatrix,
include.mean = "(Intercept)" %in% colnames(specials$xreg[[1]])
)
)
}
which is the code to estimate the scalar components VARIMA.
Can you fix this and allow for the scalar-components estimation?
Contributor guide
No contributing guide indexed for this repository
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Read VARIMA.R, especially train_varima around line 31, and trace the validation that currently permits only "none" and "kronecker_indices". Confirm that selecting "scalar_components" reaches the existing SCMid2 and SCMfit path without the option error; done means scalar-components estimation is accepted by VARIMA.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- data
- Issue type
- Bug
- Difficulty
- 2/5
- Estimated time
- 1-3 hours
- Activity status
- Stale
- Clarity
- Clearly specified
- Newbie friendliness
- 45/100