GetAuxPara {MultiATSM} | R Documentation |
Map constrained parameters b to unconstrained auxiliary parameters a.
Description
Map constrained parameters b to unconstrained auxiliary parameters a.
Usage
GetAuxPara(
ParaValue,
Const_Type_Full,
lb,
ub,
Economies,
FactorLabels,
JLLinputs = NULL
)
Arguments
ParaValue |
Constrained parameter |
Const_Type_Full |
character-based vector that describes the constraints. Constraints are:
|
lb |
lower bounds (a scalar or a matrix) of ParaValue (for the bounded case). |
ub |
upper bounds (a scalar or a matrix) of ParaValue (for the bounded case). |
Economies |
string-vector containing the names of the economies which are part of the economic system |
FactorLabels |
string-list based which contains the labels of all the variables present in the model |
JLLinputs |
list of necessary inputs for the estimation of JLL-based models (see "JLL" function) |
Value
unconstrained auxiliary matrix.
References
This function is a modified and extended version of the "true2aux" function by Le and Singleton (2018).
"A Small Package of Matlab Routines for the Estimation of Some Term Structure Models."
(Euro Area Business Cycle Network Training School - Term Structure Modelling).
Available at: https://cepr.org/40029