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.
Per-variable residual standard deviation of a univariate AR(1)-with-constant fit. |
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Compute MA coefficient matrices via the structural recursion. |
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Split a stacked VAR coefficient matrix into its per-lag blocks. |