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Add multivariate support for mcsim() #91

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jaymon0703 opened this issue Apr 27, 2019 · 1 comment
Open

Add multivariate support for mcsim() #91

jaymon0703 opened this issue Apr 27, 2019 · 1 comment
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@jaymon0703
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jaymon0703 commented Apr 27, 2019

@braverock suggested adding multivariate support for mcsim() which makes sense as the simulations are done using tsboot() from the boot package which is able to take univariate or multivariate time series.

Considerations:

  1. Backwards compatibility, so if we add another argument for uni or multi-variate, we should make univariate the default
  2. The helper and plotting functions (plot.mcsim, hist.mcsim, quantile.mcsim, summary.mcsim, print.mcsim) will need to be updated and carefully constructed, perhaps taking a variable for univariate or multivariate from the return slot in the main mcsim() function
@jaymon0703 jaymon0703 self-assigned this Apr 27, 2019
jaymon0703 added a commit that referenced this issue Apr 29, 2019
Basically, univariate support broke with the previous commit

see #91
@jaymon0703
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hi @braverock can we close this issue? i think commit d096b68 would have closed this issue?

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