window size and dual not working?

[msramirezgo]

Hi Dr. Nicolson,

I'd really appreciate your help with this issue, I'm trying to set <dual> to TRUE in order to conduct dual cross validation, but it's not working, I'm trying to use it on the example data (Y), but in the construcModel function this argument is not used, ¿where or in which function should I input the dual argument?

mod1 <- constructModel(Y, p = 3, struct="BasicEN", gran = c(50,10), h = 10, cv="Rolling", verbose =FALSE, dual = TRUE)
Error in constructModel(Y, p = 3, struct = "BasicEN", gran = c(50, 10), : unused argument (dual = TRUE)

Also, whenever I try to set the window.size to something different from zero,
mod1 <- constructModel(Y, p = 3, struct="BasicEN", gran = c(50,10), h = 10, cv="Rolling", verbose =FALSE, window.size = 10) results = cv.BigVAR(mod1) # The main function of the BigVAR package. Performs cross

I get the following error when trying to run cv.BigVAR:
Error in apply(Z, 1, mean) : dim(X) must have a positive length

[wbnicholson]

In order to run dual cross validation, you don't need to explicitly set dual to TRUE, just include multiple alpha values in the list model.controls in constructModel.

The error with window.size was a bug and has been corrected.