From ccae0f28ac716dbfbc1efe52ea4e8c465742793e Mon Sep 17 00:00:00 2001
From: Franz Mohr <franz.x.mohr@outlook.com>
Date: Thu, 19 Oct 2023 21:27:40 +0200
Subject: [PATCH] Add post_gamma_state_variance

---
 R/RcppExports.R                   |  2 +-
 man/post_gamma_state_variance.Rd  |  2 +-
 src/post_gamma_state_variance.cpp | 14 +++++++-------
 3 files changed, 9 insertions(+), 9 deletions(-)

diff --git a/R/RcppExports.R b/R/RcppExports.R
index 5fa2cc0..7893a79 100644
--- a/R/RcppExports.R
+++ b/R/RcppExports.R
@@ -476,7 +476,7 @@ post_coint_kls_sur <- function(y, beta, w, sigma_i, v_i, p_tau_i, g_i, x = NULL,
 #' 
 #' @return A matrix.
 #' 
-post_gamma_state_variance <- function(a, a_init, shape_prior, rate_prior, inverse = FALSE) {
+post_gamma_state_variance <- function(a, a_init, shape_prior, rate_prior, inverse) {
     .Call(`_bvartools_post_gamma_state_variance`, a, a_init, shape_prior, rate_prior, inverse)
 }
 
diff --git a/man/post_gamma_state_variance.Rd b/man/post_gamma_state_variance.Rd
index aa95682..f6104fd 100644
--- a/man/post_gamma_state_variance.Rd
+++ b/man/post_gamma_state_variance.Rd
@@ -4,7 +4,7 @@
 \alias{post_gamma_state_variance}
 \title{Posterior Draws of Error Variances}
 \usage{
-post_gamma_state_variance(a, a_init, shape_prior, rate_prior, inverse = FALSE)
+post_gamma_state_variance(a, a_init, shape_prior, rate_prior, inverse)
 }
 \arguments{
 \item{a}{a \eqn{K \times T} matrix of time varying parameter draws.}
diff --git a/src/post_gamma_state_variance.cpp b/src/post_gamma_state_variance.cpp
index 7e420a7..ca4ec9f 100644
--- a/src/post_gamma_state_variance.cpp
+++ b/src/post_gamma_state_variance.cpp
@@ -50,7 +50,7 @@
 //' @return A matrix.
 //' 
 // [[Rcpp::export]]
-arma::mat post_gamma_state_variance(arma::mat a, arma::vec a_init, arma::vec shape_prior, arma::vec rate_prior, bool inverse = false) {
+arma::mat post_gamma_state_variance(arma::mat a, arma::vec a_init, arma::vec shape_prior, arma::vec rate_prior, bool inverse) {
   
   int k = a.n_rows;
   int tt = a.n_cols;
@@ -59,16 +59,16 @@ arma::mat post_gamma_state_variance(arma::mat a, arma::vec a_init, arma::vec sha
   a_lag.cols(1, tt - 1) = a.cols(0, tt - 2);
   arma::mat a_v = arma::trans(a - a_lag);
   arma::vec psi_sigma_v_post_scale = 1 / (rate_prior + arma::vectorise(arma::sum(arma::pow(a_v, 2))) * 0.5);
-  arma::mat psi_sigma = arma::zeros<arma::mat>(k, k);
+  arma::mat result = arma::zeros<arma::mat>(k, k);
   arma::vec shape_post = shape_prior + tt * 0.5;
   for (int i = 0; i < k; i++) {
-    psi_sigma(i, i) = arma::randg<double>(arma::distr_param(shape_post(i), psi_sigma_v_post_scale(i)));
-    if (inverse) {
-      psi_sigma(i, i) = 1 / psi_sigma(i, i);
+    // Inverse
+    result(i, i) = arma::randg<double>(arma::distr_param(shape_post(i), psi_sigma_v_post_scale(i)));
+    if (!inverse) {
+      result(i, i) = 1 / result(i, i);
     }
   }
-  
-  return psi_sigma;
+  return result;
 }
 
 /*** R