R Under development (unstable) (2026-01-28 r89344) -- "Unsuffered Consequences"
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> pkgname <- "bayesianVARs"
> source(file.path(R.home("share"), "R", "examples-header.R"))
> options(warn = 1)
> library('bayesianVARs')
> 
> base::assign(".oldSearch", base::search(), pos = 'CheckExEnv')
> base::assign(".old_wd", base::getwd(), pos = 'CheckExEnv')
> cleanEx()
> nameEx("bvar")
> ### * bvar
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: bvar
> ### Title: Markov Chain Monte Carlo Sampling for Bayesian
> ###   Vectorautoregressions
> ### Aliases: bvar
> 
> ### ** Examples
> 
> # Access a subset of the usmacro_growth dataset
> data <- usmacro_growth[,c("GDPC1", "CPIAUCSL", "FEDFUNDS")]
> 
> # Estimate a model
> mod <- bvar(data, sv_keep = "all", quiet = TRUE)
> 
> # Plot
> plot(mod)
> 
> # Summary
> summary(mod)

Posterior median of reduced-form coefficients:
             GDPC1 CPIAUCSL FEDFUNDS
GDPC1.l1     0.216    0.000    0.030
CPIAUCSL.l1 -0.044    0.613   -0.002
FEDFUNDS.l1  0.009    0.039    1.000
intercept    0.006    0.001    0.000

Posterior interquartile range of of reduced-form coefficients:
            GDPC1 CPIAUCSL FEDFUNDS
GDPC1.l1    0.096    0.030    0.025
CPIAUCSL.l1 0.100    0.086    0.015
FEDFUNDS.l1 0.017    0.013    0.007
intercept   0.001    0.001    0.000

Posterior median of factor loadings:
         factor1
GDPC1          0
CPIAUCSL       0
FEDFUNDS       0

Posterior interquartile range of factor loadings:
         factor1
GDPC1      0.001
CPIAUCSL   0.000
FEDFUNDS   0.000
> 
> 
> 
> 
> cleanEx()
> nameEx("coef")
> ### * coef
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: coef
> ### Title: Extract VAR coefficients
> ### Aliases: coef coef.bayesianVARs_bvar
> 
> ### ** Examples
> 
> # Access a subset of the usmacro_growth dataset
> data <- usmacro_growth[,c("GDPC1", "CPIAUCSL", "FEDFUNDS")]
> 
> # Estimate a model
> mod <- bvar(data, sv_keep = "all", quiet = TRUE)
> 
> # Extract posterior draws of VAR coefficients
> bvar_coefs <- coef(mod)
> 
> 
> 
> cleanEx()
> nameEx("extractB0")
> ### * extractB0
> 
> flush(stderr()); flush(stdout())
> 
> ### Name: extractB0
> ### Title: Retrieve the structural parameter \boldsymbol{B}_0 samples from
> ###   an IRF object.
> ### Aliases: extractB0
> 
> ### ** Examples
> 
> train_data <- 100 * usmacro_growth[,c("GDPC1", "GDPCTPI", "GS1", "M2REAL", "CPIAUCSL")]
> prior_sigma <- specify_prior_sigma(train_data, type="cholesky", cholesky_heteroscedastic=FALSE)

Since argument 'type' is specified with 'cholesky', all arguments starting with 'factor_' are being ignored.

Argument 'cholesky_priorhomoscedastic' not specified. Setting both shape and rate of inverse gamma prior equal to 0.01.
> mod <- bvar(train_data, lags=5L, prior_sigma=prior_sigma, quiet=TRUE)
> 
> structural_restrictions <- specify_structural_restrictions(
+  mod,
+  restrictions_B0=rbind(
+    c(1 ,NA,0 ,NA,NA),
+    c(0 ,1 ,0 ,NA,NA),
+    c(0 ,NA,1 ,NA,NA),
+    c(0 ,0 ,NA,1 ,NA),
+    c(0 ,0 ,0 ,0 ,1 )
+  )
+ )
> irf_structural <- irf(
+  mod, ahead=8,
+  structural_restrictions=structural_restrictions
+ )
/data/gannet/ripley/R/test-dev/RcppArmadillo/include/current/armadillo_bits/Mat_meat.hpp:7005:13: runtime error: reference binding to null pointer of type 'const double'
    #0 0x7bee34872424 in arma::Mat<double>::at(unsigned int, unsigned int) const /data/gannet/ripley/R/test-dev/RcppArmadillo/include/current/armadillo_bits/Mat_meat.hpp:7005
    #1 0x7bee34872424 in void arma::op_strans::apply_mat_noalias<double, arma::Mat<double> >(arma::Mat<double>&, arma::Mat<double> const&) /data/gannet/ripley/R/test-dev/RcppArmadillo/include/current/armadillo_bits/op_strans_meat.hpp:208
    #2 0x7bee34a5b054 in void arma::op_strans::apply_direct<arma::subview_elem2<double, arma::subview<unsigned int>, arma::subview<unsigned int> > >(arma::Mat_noalias<arma::subview_elem2<double, arma::subview<unsigned int>, arma::subview<unsigned int> >::elem_type>&, arma::subview_elem2<double, arma::subview<unsigned int>, arma::subview<unsigned int> > const&) /data/gannet/ripley/R/test-dev/RcppArmadillo/include/current/armadillo_bits/op_strans_meat.hpp:445
    #3 0x7bee34a5b054 in void arma::op_htrans::apply<arma::subview_elem2<double, arma::subview<unsigned int>, arma::subview<unsigned int> > >(arma::Mat_noalias<arma::subview_elem2<double, arma::subview<unsigned int>, arma::subview<unsigned int> >::elem_type>&, arma::Op<arma::subview_elem2<double, arma::subview<unsigned int>, arma::subview<unsigned int> >, arma::op_htrans> const&, arma::arma_not_cx<arma::subview_elem2<double, arma::subview<unsigned int>, arma::subview<unsigned int> >::elem_type>::result const*) /data/gannet/ripley/R/test-dev/RcppArmadillo/include/current/armadillo_bits/op_htrans_meat.hpp:388
    #4 0x7bee34a5b054 in arma::Mat<double>::Mat<arma::subview_elem2<double, arma::subview<unsigned int>, arma::subview<unsigned int> >, arma::op_htrans>(arma::Op<arma::subview_elem2<double, arma::subview<unsigned int>, arma::subview<unsigned int> >, arma::op_htrans> const&) /data/gannet/ripley/R/test-dev/RcppArmadillo/include/current/armadillo_bits/Mat_meat.hpp:5309
    #5 0x7bee34a5b054 in find_rotation_cpp(arma::field<arma::Cube<double> > const&, arma::field<Rcpp::Matrix<14, Rcpp::PreserveStorage> > const&, std::__cxx11::basic_string<char, std::char_traits<char>, std::allocator<char> > const&, unsigned int, double) /data/gannet/ripley/R/packages/tests-gcc-SAN/bayesianVARs/src/irf.cpp:412
    #6 0x7bee349550cb in _bayesianVARs_find_rotation_cpp /data/gannet/ripley/R/packages/tests-gcc-SAN/bayesianVARs/src/RcppExports.cpp:85
    #7 0x00000074f282 in R_doDotCall /data/gannet/ripley/R/svn/R-devel/src/main/dotcode.c:766
    #8 0x0000008e54da in bcEval_loop /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:8682
    #9 0x0000008bbd1b in bcEval /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:7515
    #10 0x00000085c572 in Rf_eval /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:1167
    #11 0x0000008722ba in R_execClosure /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:2389
    #12 0x00000087637a in applyClosure_core /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:2302
    #13 0x00000085cc13 in Rf_applyClosure /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:2324
    #14 0x00000085cc13 in Rf_eval /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:1280
    #15 0x00000088ab2e in do_set /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:3581
    #16 0x00000085d036 in Rf_eval /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:1232
    #17 0x000000a023c8 in Rf_ReplIteration /data/gannet/ripley/R/svn/R-devel/src/main/main.c:264
    #18 0x000000a023c8 in R_ReplConsole /data/gannet/ripley/R/svn/R-devel/src/main/main.c:317
    #19 0x000000a104aa in run_Rmainloop /data/gannet/ripley/R/svn/R-devel/src/main/main.c:1235
    #20 0x000000a10542 in Rf_mainloop /data/gannet/ripley/R/svn/R-devel/src/main/main.c:1242
    #21 0x00000041318f in main /data/gannet/ripley/R/svn/R-devel/src/main/Rmain.c:29
    #22 0x7fee49e115f4 in __libc_start_call_main (/lib64/libc.so.6+0x35f4) (BuildId: a1dda014206b55b07f58fe8db80121b752dc3d03)
    #23 0x7fee49e116a7 in __libc_start_main@@GLIBC_2.34 (/lib64/libc.so.6+0x36a7) (BuildId: a1dda014206b55b07f58fe8db80121b752dc3d03)
    #24 0x000000413b74 in _start (/data/gannet/ripley/R/gcc-SAN3/bin/exec/R+0x413b74) (BuildId: 73c7cee504a4b282e7858c1889deba9aeb17d8e0)

=================================================================
==783922==ERROR: AddressSanitizer: new-delete-type-mismatch on 0x7d4e468a1580 in thread T0:
  object passed to delete has wrong type:
  size of the allocated type:   560 bytes;
  size of the deallocated type: 8 bytes.
    #0 0x7fee4b6e897b in operator delete(void*, unsigned long) (/lib64/libasan.so.8+0xe897b) (BuildId: 7f1aa7e2e600e8c9d54ce6e3d36f3d31bfe7949a)
    #1 0x7bee34a5ef4d in std::default_delete<Solver>::operator()(Solver*) const /usr/include/c++/15/bits/unique_ptr.h:93
    #2 0x7bee34a5ef4d in std::unique_ptr<Solver, std::default_delete<Solver> >::~unique_ptr() /usr/include/c++/15/bits/unique_ptr.h:399
    #3 0x7bee34a5ef4d in find_rotation_cpp(arma::field<arma::Cube<double> > const&, arma::field<Rcpp::Matrix<14, Rcpp::PreserveStorage> > const&, std::__cxx11::basic_string<char, std::char_traits<char>, std::allocator<char> > const&, unsigned int, double) /data/gannet/ripley/R/packages/tests-gcc-SAN/bayesianVARs/src/irf.cpp:459
    #4 0x7bee349550cb in _bayesianVARs_find_rotation_cpp /data/gannet/ripley/R/packages/tests-gcc-SAN/bayesianVARs/src/RcppExports.cpp:85
    #5 0x00000074f282 in R_doDotCall /data/gannet/ripley/R/svn/R-devel/src/main/dotcode.c:766
    #6 0x0000008e54da in bcEval_loop /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:8682
    #7 0x0000008bbd1b in bcEval /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:7515
    #8 0x00000085c572 in Rf_eval /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:1167
    #9 0x0000008722ba in R_execClosure /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:2389
    #10 0x00000087637a in applyClosure_core /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:2302
    #11 0x00000085cc13 in Rf_applyClosure /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:2324
    #12 0x00000085cc13 in Rf_eval /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:1280
    #13 0x00000088ab2e in do_set /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:3581
    #14 0x00000085d036 in Rf_eval /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:1232
    #15 0x000000a023c8 in Rf_ReplIteration /data/gannet/ripley/R/svn/R-devel/src/main/main.c:264
    #16 0x000000a023c8 in R_ReplConsole /data/gannet/ripley/R/svn/R-devel/src/main/main.c:317
    #17 0x000000a104aa in run_Rmainloop /data/gannet/ripley/R/svn/R-devel/src/main/main.c:1235
    #18 0x000000a10542 in Rf_mainloop /data/gannet/ripley/R/svn/R-devel/src/main/main.c:1242
    #19 0x00000041318f in main /data/gannet/ripley/R/svn/R-devel/src/main/Rmain.c:29
    #20 0x7fee49e115f4 in __libc_start_call_main (/lib64/libc.so.6+0x35f4) (BuildId: a1dda014206b55b07f58fe8db80121b752dc3d03)
    #21 0x7fee49e116a7 in __libc_start_main@@GLIBC_2.34 (/lib64/libc.so.6+0x36a7) (BuildId: a1dda014206b55b07f58fe8db80121b752dc3d03)
    #22 0x000000413b74 in _start (/data/gannet/ripley/R/gcc-SAN3/bin/exec/R+0x413b74) (BuildId: 73c7cee504a4b282e7858c1889deba9aeb17d8e0)

0x7d4e468a1580 is located 0 bytes inside of 560-byte region [0x7d4e468a1580,0x7d4e468a17b0)
allocated by thread T0 here:
    #0 0x7fee4b6e7a1b in operator new(unsigned long) (/lib64/libasan.so.8+0xe7a1b) (BuildId: 7f1aa7e2e600e8c9d54ce6e3d36f3d31bfe7949a)
    #1 0x7bee34a58b1d in find_rotation_cpp(arma::field<arma::Cube<double> > const&, arma::field<Rcpp::Matrix<14, Rcpp::PreserveStorage> > const&, std::__cxx11::basic_string<char, std::char_traits<char>, std::allocator<char> > const&, unsigned int, double) /data/gannet/ripley/R/packages/tests-gcc-SAN/bayesianVARs/src/irf.cpp:374
    #2 0x7bee349550cb in _bayesianVARs_find_rotation_cpp /data/gannet/ripley/R/packages/tests-gcc-SAN/bayesianVARs/src/RcppExports.cpp:85
    #3 0x00000074f282 in R_doDotCall /data/gannet/ripley/R/svn/R-devel/src/main/dotcode.c:766
    #4 0x0000008e54da in bcEval_loop /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:8682
    #5 0x0000008bbd1b in bcEval /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:7515
    #6 0x00000085c572 in Rf_eval /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:1167
    #7 0x0000008722ba in R_execClosure /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:2389
    #8 0x00000087637a in applyClosure_core /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:2302
    #9 0x00000085cc13 in Rf_applyClosure /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:2324
    #10 0x00000085cc13 in Rf_eval /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:1280
    #11 0x00000088ab2e in do_set /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:3581
    #12 0x00000085d036 in Rf_eval /data/gannet/ripley/R/svn/R-devel/src/main/eval.c:1232
    #13 0x000000a023c8 in Rf_ReplIteration /data/gannet/ripley/R/svn/R-devel/src/main/main.c:264
    #14 0x000000a023c8 in R_ReplConsole /data/gannet/ripley/R/svn/R-devel/src/main/main.c:317
    #15 0x000000a104aa in run_Rmainloop /data/gannet/ripley/R/svn/R-devel/src/main/main.c:1235
    #16 0x000000a10542 in Rf_mainloop /data/gannet/ripley/R/svn/R-devel/src/main/main.c:1242
    #17 0x00000041318f in main /data/gannet/ripley/R/svn/R-devel/src/main/Rmain.c:29
    #18 0x7fee49e115f4 in __libc_start_call_main (/lib64/libc.so.6+0x35f4) (BuildId: a1dda014206b55b07f58fe8db80121b752dc3d03)
    #19 0x7fee49e116a7 in __libc_start_main@@GLIBC_2.34 (/lib64/libc.so.6+0x36a7) (BuildId: a1dda014206b55b07f58fe8db80121b752dc3d03)
    #20 0x000000413b74 in _start (/data/gannet/ripley/R/gcc-SAN3/bin/exec/R+0x413b74) (BuildId: 73c7cee504a4b282e7858c1889deba9aeb17d8e0)

SUMMARY: AddressSanitizer: new-delete-type-mismatch /data/gannet/ripley/R/packages/tests-gcc-SAN/bayesianVARs/src/irf.cpp:459 in find_rotation_cpp(arma::field<arma::Cube<double> > const&, arma::field<Rcpp::Matrix<14, Rcpp::PreserveStorage> > const&, std::__cxx11::basic_string<char, std::char_traits<char>, std::allocator<char> > const&, unsigned int, double)
==783922==HINT: if you don't care about these errors you may set ASAN_OPTIONS=new_delete_type_mismatch=0
==783922==ABORTING