bug fix converting tau to sigma for autoregressive propagation

nicholasjclark · Nov 13, 2023 · 2fd6dc9 · 2fd6dc9
1 parent c3c7cd9
commit 2fd6dc9
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Showing 5 changed files with 5 additions and 5 deletions.
diff --git a/R/forecast.mvgam.R b/R/forecast.mvgam.R
@@ -676,7 +676,7 @@ forecast_draws = function(object,
                                      ending_time = ending_time)
   }
 
-  # Any model in which a an autoregressive process was included should be
+  # Any model in which an autoregressive process was included should be
   # considered as VAR1 for forecasting purposes as this will make use of the
   # faster c++ functions
   if('Sigma' %in% names(trend_pars) |

diff --git a/R/mvgam.R b/R/mvgam.R
@@ -1915,7 +1915,7 @@ mvgam = function(formula,
                                     warmup = burnin,
                                     chains = chains,
                                     data = model_data,
-                                    cores = 1,
+                                    cores = min(c(chains, parallel::detectCores() - 1)),
                                     init = inits,
                                     verbose = FALSE,
                                     thin = thin,
@@ -1929,7 +1929,7 @@ mvgam = function(formula,
                                     warmup = burnin,
                                     chains = chains,
                                     data = model_data,
-                                    cores = min(c(chains, parallel::detectCores() - 1)),
+                                    cores = 1,
                                     init = inits,
                                     verbose = FALSE,
                                     thin = thin,

diff --git a/R/trends.R b/R/trends.R
@@ -1122,7 +1122,7 @@ forecast_trend = function(trend_model, use_lv, trend_pars,
 
       # Construct VARMA parameters
       if('Sigma' %in% names(trend_pars)){
-        Sigma <- trend_pars$sigma
+        Sigma <- trend_pars$Sigma
       } else {
         Sigma <- rlang::missing_arg()
       }
@@ -1231,7 +1231,7 @@ forecast_trend = function(trend_model, use_lv, trend_pars,
         Sigmamat <- matrix(0, nrow = length(trend_pars$last_lvs),
                            ncol = length(trend_pars$last_lvs),
                            byrow = TRUE)
-        diag(Sigmamat) <- 1 / sqrt(trend_pars$tau)
+        diag(Sigmamat) <- 1 / trend_pars$tau
       }
 
 

diff --git a/src/mvgam.dll b/src/mvgam.dll
diff --git a/tests/testthat/Rplots.pdf b/tests/testthat/Rplots.pdf