What to build
Add a max-share identification scheme that finds the structural shock explaining the largest share of a named variable's variation over a user-selected frequency band. The implementation should operate per posterior draw, normalise shock signs deterministically, and return structural matrices through the existing identification pipeline. A climate example should distinguish low-frequency forced warming from interannual internal variability without claiming that frequency separation alone establishes causality.
Acceptance criteria
Blocked by
None - can start immediately.
What to build
Add a max-share identification scheme that finds the structural shock explaining the largest share of a named variable's variation over a user-selected frequency band. The implementation should operate per posterior draw, normalise shock signs deterministically, and return structural matrices through the existing identification pipeline. A climate example should distinguish low-frequency forced warming from interannual internal variability without claiming that frequency separation alone establishes causality.
Acceptance criteria
IdentifiedVAR, and the documentation explains frequency units, normalisation, and identification limits.Blocked by
None - can start immediately.