Factors_NonOrtho {MultiATSM} | R Documentation |
Makes the pre-allocation of the factors set for JLL-based models
Description
Makes the pre-allocation of the factors set for JLL-based models
Usage
Factors_NonOrtho(NonOrthoFactors, JLLinputs, FactorLab, N)
Arguments
NonOrthoFactors |
Risk factors before the orthogonalization (FxT) |
JLLinputs |
List of necessary inputs to estimate JLL-based setups |
FactorLab |
Variable labels from JLL-based models |
N |
number of country-specific spanned factors (scalar) |
[Package MultiATSM version 1.3.1 Index]