Merge branch 'ComeOn'

bsvars · Oct 2, 2022 · 75768ef · 75768ef
2 parents 3a4d0e1 + dbcb2c3
commit 75768ef
Show file tree

Hide file tree

Showing 2 changed files with 8 additions and 2 deletions.
diff --git a/inst/tinytest/test_compute_regime_probabilities.R b/inst/tinytest/test_compute_regime_probabilities.R
@@ -55,7 +55,6 @@ expect_identical(
 )
 
 
-
 # for filtered
 set.seed(1)
 suppressMessages(
@@ -86,7 +85,6 @@ expect_true(
 )
 
 
-
 # for smoothed
 set.seed(1)
 suppressMessages(
@@ -102,6 +100,7 @@ expect_true(
 )
 
 
+
 # for bsvar
 set.seed(1)
 suppressMessages(

diff --git a/src/msh.cpp b/src/msh.cpp
@@ -116,6 +116,13 @@ mat smoothing_msh (
 
   for (int t=T-2; t>=0; --t) {
     smoothed.col(t)   = (PR_TR * (smoothed.col(t+1)/(PR_TR.t() * filtered.col(t)) )) % filtered.col(t);
+    if (any(smoothed.col(t) < 0) || any(smoothed.col(t) > 1)) {
+      for (int m=0; m<M; m++) {
+        if (smoothed(m,t) > 1) {smoothed(m,t) = 1;}
+        if (smoothed(m,t) < 0) {smoothed(m,t) = 0;}
+      }
+      smoothed.col(t) = smoothed.col(t) / accu(smoothed.col(t));
+    }
   } // END t loop
 
   return smoothed;