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sfcr_random() function that smartly allows the user
to include random variables in the models was introduced in this
version. This function is a wrapper around the built-in
rnorm(), rbinom(), and runif()
functions. The main benefit of using sfcr_random() is that
it smartly guesses the size of the sfcr_baseline() and
sfcr_scenario() models they’re inserted, as well as the
size of the sfcr_shock().The sfcr_random() function should only be used inside
sfcr_set()s. If used outside this function, it will only
print a message saying that it should not be used in this way.
The disallowance of exogenous series introduced in v0.2.0 broke
the models that used functions like rnorm() to add random
variation. This version undo this change, allowing exogenous series to
be passed along sfcr_baseline() again. Nonetheless, this
utilization is discouraged since it generates unexpected behavior at the
sfcr_scenario() level. Warning messages are raised about
these issues.
Prior to v0.2.1, the inclusion of exogenous series at the
sfcr_baseline() level would not be transmitted to the
sfcr_scenario() level since the previous infrastructure of
the model only replicated the final values of the
sfcr_baseline() object to fill in the matrix used to
generate the initial values at the sfcr_scenario()
level.
This version re-evaluates the expressions created with
sfcr_set() and passed as the external argument
to the sfcr_baseline() function at the
sfcr_scenario() level. In this way, if a user passes
creates a random shock to influence the evolution of endogenous
variables at the sfcr_baseline() level, this behavior will
be reproduced at the sfcr_scenario() level. To avoid
complications with different lengths between the two objects, the
utilization of sfcr_random() is recommended.
Note that if an exogenous series is passed to the
sfcr_baseline() function, it will result in an error if the
lengths of the models do not coincide, it will generate an error. If the
lengths coincide, the model will run, but the exogenous series will be
replicated from the start, which is almost never the intended behavior.
That’s why this functionality will be removed in later versions of the
package when the sfcr_random() function becomes widely
adopted.
Constrained the utilization of exogenous series to avoid unexpected behavior and undetected bugs in the models.
More specifically: * Modified the behavior of
sfcr_baseline() to disallow the utilization of exogenous
series. * constrained the utilization of exogenous series in the
sfcr_scenario() to make sure that the length of the series
matches with the length of the shock.
sfcr_portfolio() function that calculates the
matrix of portfolio parameters from a limited vector of parameters by
imposing the adding-up and symmetry constraints.First public release.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.