list_to_matrix: Convert Input List to Matrix
In BGVAR: Bayesian Global Vector Autoregressions

list_to_matrix

R Documentation

Convert Input List to Matrix

Converts a list to an appropriate input matrix for use of bgvar.

list_to_matrix(datalist)

datalist

A list of length N which contains each a matrix of size T times k, where T are time periods and k variables per entity.

Note the naming convention. Columns should indicate entity and variable name, separated by a dot, e.g. US.y.

Returns a matrix of size T times K (number of time periods times number of total variables).

Maximilian Boeck