YieldBounds_FEVDandGFEVD {MultiATSM} | R Documentation |
Compute the confidence bounds for the model bond yield-related outputs
Description
Compute the confidence bounds for the model bond yield-related outputs
Usage
YieldBounds_FEVDandGFEVD(
ModelBootstrap,
quants,
ModelType,
ndraws,
Horiz,
FacDim,
YieDim,
LabFEVD,
Economies
)
Arguments
ModelBootstrap |
numerical output set from the bootstrap analysis |
quants |
quantile of the confidence bounds |
ModelType |
desired model type |
ndraws |
number of draws |
Horiz |
horizon of numerical outputs |
FacDim |
dimension of the risk factor set |
YieDim |
dimension of the bond yield set |
LabFEVD |
vector containing the labels "FEVD" and "GFEVD" |
Economies |
Economies that are part of the economic system |
[Package MultiATSM version 1.3.1 Index]