Primitives#

Building blocks shared by Impulso’s own estimation and post-processing code, published for downstream libraries that compose with Impulso posteriors: the moving-average recursion machinery shared by the IRF, FEVD, and dynamic-multiplier code (compute_ma_phi, lag_matrices), and the per-variable AR(1) residual scale that defines Impulso’s data-dependent Minnesota prior (ar1_residual_sd), so external callers can compute the same scale without reaching into a private module.

ar1_residual_sd

Per-variable residual standard deviation of a univariate AR(1)-with-constant fit.

compute_ma_phi

Compute MA coefficient matrices via the structural recursion.

lag_matrices

Split a stacked VAR coefficient matrix into its per-lag blocks.