Remove factor ordering of impulses and responses

VFCI · May 6, 2024 · 7ff0535 · 7ff0535
1 parent 40dbae1
commit 7ff0535
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Showing 7 changed files with 0 additions and 46 deletions.
diff --git a/R/fev.R b/R/fev.R
@@ -23,12 +23,6 @@ fev <- function(var, n_ahead = 20) {
   }
   response_names <- n
 
-  ## Set as factors
-  impulse_names <-
-    factor(impulse_names, levels = impulse_names, ordered = TRUE)
-  response_names <-
-    factor(response_names, levels = response_names, ordered = TRUE)
-
   ## Calculate IRFs out to horizon (then adj to 3-dim matrix from DF)
   if (inherits(var, "fevdvar")) {
     irf <- vars::irf(var, n.ahead = n_ahead, as_matrix = TRUE)

diff --git a/R/fevd.R b/R/fevd.R
@@ -36,12 +36,6 @@ fevd.fevdvar <- function(
   }
   response_names <- n
 
-  ## Set as factors
-  impulse_names <-
-    factor(impulse_names, levels = impulse_names, ordered = TRUE)
-  response_names <-
-    factor(response_names, levels = response_names, ordered = TRUE)
-
   class(x) <- "svars"
 
   fevd <- vars::fevd(x, n.ahead = n.ahead, ...)

diff --git a/R/fevdfd.R b/R/fevdfd.R
@@ -41,12 +41,6 @@ fevdfd.svars <- function(
   impulse_names <- n
   response_names <- n
 
-  ## Set as factors
-  impulse_names <-
-    factor(impulse_names, levels = impulse_names, ordered = TRUE)
-  response_names <-
-    factor(response_names, levels = response_names, ordered = TRUE)
-
   if (!is.numeric(freqs)) stop("Please provide numeric freqs.")
   if (!all(freqs >= 0 & freqs <= 2 * pi)) {
     stop("Please provide freqs between 0 and 2pi.")
@@ -135,7 +129,6 @@ fevdfd.fevdvar <- function(
   fevdfd <- fevdfd(var, freqs, grid_size, fev, ...)
 
   impulse_names <- var$impulse_names
-  impulse_names <- factor(impulse_names, levels = impulse_names, ordered = TRUE)
 
   fevdfd[[1]]$impulse <- rep(impulse_names, each = grid_size * k)
 

diff --git a/R/hd.R b/R/hd.R
@@ -35,12 +35,6 @@ hd.svars <- function(
   impulse_names <- colnames(x$y)
   response_names <- colnames(x$y)
 
-  ## Set as factors
-  impulse_names <-
-    factor(impulse_names, levels = impulse_names, ordered = TRUE)
-  response_names <-
-    factor(response_names, levels = response_names, ordered = TRUE)
-
   ## Get historical decompositions
   hidec <- lapply(1:k, function(i) {
     hidec <- svars::hd(x, series = i)$hidec
@@ -87,12 +81,6 @@ hd.fevdvar <- function(
   impulse_names <- x$impulse_names
   response_names <- colnames(x$y)
 
-  ## Set as factors
-  impulse_names <-
-    factor(impulse_names, levels = impulse_names, ordered = TRUE)
-  response_names <-
-    factor(response_names, levels = response_names, ordered = TRUE)
-
   ## Get historical decompositions
   hidec <- lapply(1:k, function(i) {
     hidec <- svars::hd(x, series = i)$hidec

diff --git a/R/hs.R b/R/hs.R
@@ -37,10 +37,6 @@ hs.svars <- function(
   ## Set shock names
   impulse_names <- colnames(x$y)
 
-  ## Set as factors
-  impulse_names <-
-    factor(impulse_names, levels = impulse_names, ordered = TRUE)
-
   ## Get residuals and Sigma
   residuals <- stats::resid(x$VAR)
   sigma <- x$B
@@ -89,10 +85,6 @@ hs.fevdvar <- function(
   ## Set shock names
   impulse_names <- x$impulse_names
 
-  ## Set as factors
-  impulse_names <-
-    factor(impulse_names, levels = impulse_names, ordered = TRUE)
-
   ## Get residuals and Sigma
   residuals <- stats::resid(x$VAR)
   sigma <- x$B

diff --git a/R/irf.R b/R/irf.R
@@ -54,11 +54,6 @@ irf.fevdvar <- function(
   response_names <- colnames(x$y)
   impulse_names <- x$impulse_names
 
-  ## Set as factors
-  impulse_names <-
-    factor(impulse_names, levels = impulse_names, ordered = TRUE)
-  response_names <-
-    factor(response_names, levels = response_names, ordered = TRUE)
 
   ## Represent as state space var
   ssv <- as_statespace_var(x$A_hat, x$B)

diff --git a/R/irffd.R b/R/irffd.R
@@ -101,7 +101,6 @@ irffd.fevdvar <- function(
 
   response_names <- colnames(var$y)
   impulse_names <- var$impulse_names
-  impulse_names <- factor(impulse_names, levels = impulse_names, ordered = TRUE)
 
   df <- data.frame(
     f = rep(irffd$freq_grid, times = k * k),
@@ -138,7 +137,6 @@ irffd.svars <- function(
 
   response_names <- colnames(var$y)
   impulse_names <- colnames(var$y)
-  impulse_names <- factor(impulse_names, levels = impulse_names, ordered = TRUE)
 
   df <- data.frame(
     f = rep(irffd$freq_grid, times = k * k),