tvarGIRF with external variable threshold in TVAR

[ninowski]

I want to estimate a TVAR with a threshold external to the model.
I cannot get the state-dependent GIRFs and the relative confidence interval. Specifically, I would like to get confidence bound from the empirical distribution of simulated GIRFs, assuming normality.

I run the below code:

data(zeroyld)
x=rnorm(482)
xx=as.vector(x)
xx=as.vector(x,mode="any")
t5<-TVAR(zeroyld, lag=3, nthresh=1, thDelay=1, thVar=xx, gamma=0.248, trim=0.1, mTh=2, plot=FALSE)
library(tvarGIRF)

c1=GIRF(t5, c(0,1),restrict.to=1)

I get an error: c1=GIRF(t5, c(0,1),restrict.to=1)
Error: Simulations of models with external transition variables (argument thVar in TVAR) not supported

So i detach the package tvarGIRF and I calculate the GIRF with GIRF {tsDyn}.
detach("package:tvarGIRF", unload = TRUE)

c2<-GIRF(t5)
A<-plot(c2,
plot_type = c( "line"),
n.ahead = c(1, 5, 10),
var = unique(c2$var)[1],
n_simu = c(50))

This command works but I can not obtain the state-dependent GIRF and the relative confidence intervals.

Thank you in advance,
Antonino