Update_SSZ_JLL {MultiATSM} | R Documentation |
Update the variance-covariance matrix from the "JLL joint Sigma" model. Necessary for optimization
Description
Update the variance-covariance matrix from the "JLL joint Sigma" model. Necessary for optimization
Usage
Update_SSZ_JLL(SSZ, Z, N, JLLinputs)
Arguments
SSZ |
Variance-covariance matrix from JLL model |
Z |
complete set of spanned and unspanned factors (F x T) |
N |
number of country-specific spanned factors |
JLLinputs |
List of inputs from JLL models |
[Package MultiATSM version 1.3.1 Index]