get_mat_chol {lpirfs} | R Documentation |
Compute structural shock matrix via Cholesky decomposition
Description
Compute structural shock matrix via Cholesky decomposition with input variables created in lp_lin or lp_nl.
Usage
get_mat_chol(y_lin, x_lin, endog_data, specs)
Arguments
y_lin |
A matrix with all endogenous variables. |
x_lin |
A matrix with lagged endogenous variables. |
endog_data |
A data.frame with all endogenous variables. |
specs |
Value
Shock matrix (d)
Author(s)
Philipp Adämmer
[Package lpirfs version 0.2.4 Index]