YieldQuantile_bs {MultiATSM} | R Documentation |
Compute quantiles for model bond yield-related outputs
Description
Compute quantiles for model bond yield-related outputs
Usage
YieldQuantile_bs(
DrawSet,
LabIRF,
ndraws,
quants,
Horiz,
FacDim,
YieDim,
LabelsYies,
ModelType,
Ortho = FALSE
)
Arguments
DrawSet |
Draw-specific set |
LabIRF |
vector containing the labels "IRF" and "GIRF" |
ndraws |
number of draws |
quants |
quantile of the confidence bounds |
Horiz |
horizon of numerical outputs |
FacDim |
dimension of the risk factor set |
YieDim |
dimension of the bond yield set |
LabelsYies |
labels of the factor set |
ModelType |
desired model type |
Ortho |
Orthogonolized version for the JLL models. Default is FALSE. |
[Package MultiATSM version 1.3.1 Index]