DataSet_BS {MultiATSM} | R Documentation |
Prepare the factor set for GVAR models (Bootstrap version)
Description
Prepare the factor set for GVAR models (Bootstrap version)
Usage
DataSet_BS(ModelType, RiskFactors, Wgvar, Economies, FactorLabels)
Arguments
ModelType |
A character vector containing the label of the model to be estimated. |
RiskFactors |
A matrix of the complete set of risk factors (K x T). |
Wgvar |
A transition matrix from GVAR models (C x C). |
Economies |
A character vector containing the names of the economies included in the system. |
FactorLabels |
A list of character vectors with labels for all variables in the model. |
Value
A list containing the factor set for GVAR models.
[Package MultiATSM version 1.3.1 Index]