MultiATSM
Multicountry Term Structure of Interest Rates Models

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45
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MultiATSM: Multicountry Term Structure of Interest Rates Models
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API

API for MultiATSM
Multicountry Term Structure of Interest Rates Models

Global functions
A0N__BnAn Man page Source code
AdjustOptm_BS Man page Source code
AdjustPathFEVDs Man page Source code
AdjustPathIRFs Man page Source code
AdjustYieldsDates Man page Source code
Adjust_Const_Type Man page Source code
Aux_BlockDiag Man page Source code
Aux_BoundDiag Man page Source code
Aux_JLLstruct Man page Source code
Aux_Jordan Man page Source code
Aux_PSD Man page Source code
BR_jps_out Man page
BUnspannedAdapJoint Man page Source code
BUnspannedAdapSep Man page Source code
BUnspannedAdapSep_BS Man page Source code
Bias_Correc_VAR Man page Source code
Boot_DataGraphFact_perShock Man page Source code
Boot_DataGraphYield_perShock Man page Source code
Boot_Fac_Graphs Man page Source code
Boot_Yields_Graphs Man page Source code
Boot_graph_template Man page Source code
Bootstrap Man page Source code
BootstrapBoundsSet Man page Source code
BuildATSM_RiskFactors Man page Source code
BuildCI_Yields Man page Source code
BuildFEVDlist Man page Source code
BuildGVAR Man page Source code
BuildIRFlist Man page Source code
BuildLinkMat Man page Source code
BuildRiskFactors_BS Man page Source code
BuildYields_BS Man page Source code
Build_xvec Man page Source code
CheckInputsForMLE Man page Source code
CheckInputsGVAR Man page Source code
CheckJLLinputs Man page Source code
Check_comparison__OLS Man page Source code
Check_label_consistency Man page Source code
ChecksOOS Man page Source code
CholRestrictionsJLL Man page Source code
CleanOrthoJLL_Boot Man page Source code
ComputeBounds_FEVDandGFEVD Man page Source code
ComputeBounds_IRFandGIRF Man page Source code
ComputeFEVDs Man page Source code
ComputeGFEVDs Man page Source code
ComputeGIRFs Man page Source code
ComputeIRFs Man page Source code
Compute_BnX_AnX Man page Source code
Compute_EP Man page Source code
Convert2JordanForm Man page Source code
DataForEstimation Man page Source code
DataSet_BS Man page Source code
DatabasePrep Man page Source code
DomMacro Man page
DomesticMacroVar Man page
EstimationSigma_GVARrest Man page Source code
EstimationSigma_Ye Man page Source code
ExpectedComponent Man page Source code
FEVDandGFEVD Man page Source code
FEVDandGFEVD_BS Man page Source code
FEVDandGFEVDbs Man page Source code
FEVDandGFEVDgraphs Man page Source code
FEVDandGFEVDs_Graphs Man page Source code
FF Man page Source code
FFtemporary Man page Source code
FMN__Rotate Man page Source code
FacQuantile_bs Man page Source code
FactorBounds_FEVDandGFEVD Man page Source code
FactorBounds_IRFandGIRF Man page Source code
FactorsGVAR Man page
Factors_NonOrtho Man page Source code
FeedbackMat_BS Man page Source code
FeedbackMatrixRestrictionsJLL Man page Source code
Fit_Subplot Man page Source code
Fitgraphs Man page Source code
FolderCreationBoot Man page Source code
FolderCreationPoint Man page Source code
FolderCreation_Boot Man page Source code
FolderPrep_FEVDs Man page Source code
FolderPrep_IRFs Man page Source code
ForecastYields Man page Source code
ForwardPremia Man page Source code
Functionf Man page Source code
Functionf_vectorized Man page Source code
GVAR Man page Source code
GVAR_PrepFactors Man page Source code
Gather_Forecasts Man page Source code
GaussianDensity Man page Source code
Gen_Artificial_Series Man page Source code
Gen_Forecast_Yields Man page Source code
GeneralMLEInputs Man page Source code
GetAuxPara Man page Source code
GetLabels_JLL Man page Source code
GetLabels_sepQ Man page Source code
GetPdynPara Man page Source code
GetPdynPara_BC Man page Source code
GetPdynPara_NoBC Man page Source code
GetTruePara Man page Source code
GetYields_AllCountries Man page Source code
Get_As Man page Source code
Get_BFull Man page Source code
Get_Bs Man page Source code
Get_G0G1Sigma Man page Source code
Get_Gy1 Man page Source code
Get_SigmaYields Man page Source code
Get_Sigma_JLL Man page Source code
Get_Unspanned Man page Source code
Get_V_tilde_BC Man page Source code
Get_a0 Man page Source code
Get_llk Man page Source code
Get_r0 Man page Source code
Getdt Man page Source code
GlobalMacro Man page
GlobalMacroVar Man page
GraphicalOutputs Man page Source code
IDXZeroRestrictionsJLLVarCovOrtho Man page Source code
IRFandGIRF Man page Source code
IRFandGIRF_BS Man page Source code
IRFandGIRFbs Man page Source code
IRFandGIRFgraphs Man page Source code
IRFandGIRFs_Format_Fac Man page Source code
IRFandGIRFs_Format_Yields Man page Source code
IdxAllSpanned Man page Source code
IdxSpanned Man page Source code
Idx_UnspanFact Man page Source code
ImposeStat_Aux Man page Source code
ImposeStat_True Man page Source code
InputsForOpt Man page Source code
InputsForOutputs Man page Source code
JLL Man page Source code
Jordan_JLL Man page Source code
K1XQStationary Man page Source code
LabFac Man page Source code
LabelsSpanned Man page Source code
LabelsStar Man page Source code
LoadData Man page Source code
MLEdensity Man page Source code
MarginalModelPara Man page Source code
MatAdjusted Man page Source code
Maturities Man page Source code
ModelPara Man page
MultiATSM Man page
MultiATSM-package Man page
NoOrthoVAR_JLL Man page Source code
NumOutputs Man page Source code
NumOutputs_Bootstrap Man page Source code
OOS_Forecast Man page Source code
OptOutputs Man page Source code
Optimization Man page Source code
OptimizationSetup_ATSM Man page Source code
Optimization_PE Man page Source code
Optimization_Time Man page Source code
OrthoReg_JLL Man page Source code
OrthoVAR_JLL Man page Source code
Out Man page
OutputConstruction Man page Source code
Outputs2exportMLE Man page Source code
ParaATSM_opt_ALL Man page Source code
ParaLabelsOpt Man page Source code
PdynResid_BS Man page Source code
RMSE Man page Source code
Reg_K1Q Man page Source code
Reg__OLSconstrained Man page Source code
RemoveNA Man page Source code
ResampleResiduals_BS Man page Source code
RiskFactors Man page
RiskFactorsGraphs Man page Source code
RiskFactorsPrep Man page Source code
Spanned_Factors Man page Source code
SpecificMLEInputs Man page Source code
StarFactors Man page Source code
TPDecompGraph Man page Source code
TermPremia Man page Source code
TermPremiaDecomp Man page Source code
TimeVarWeights_GVAR Man page Source code
TradeFlows Man page
Trade_Flows Man page
Transition_Matrix Man page Source code
True_BlockDiag Man page Source code
True_BoundDiag Man page Source code
True_JLLstruct Man page Source code
True_Jordan Man page Source code
True_PSD Man page Source code
Update_ParaList Man page Source code
Update_SSZ_JLL Man page Source code
VAR Man page Source code
VARX Man page Source code
VarianceExplained Man page Source code
WishGraphs_FEVDandGFEVD_Boot Man page Source code
WishGraphs_IRFandGIRF_Boot Man page Source code
Wished_Graphs_FEVDandGFEVD Man page Source code
Wished_Graphs_IRFandGIRF Man page Source code
Y_Fit Man page Source code
Y_ModImp Man page Source code
YieldBounds_FEVDandGFEVD Man page Source code
YieldBounds_IRFandGIRF Man page Source code
YieldFor Man page Source code
YieldQuantile_bs Man page Source code
Yields Man page
YieldsFit Man page Source code
YieldsFitAll Man page Source code
adjust_delta Man page Source code
bound2x Man page Source code
df__dx Man page Source code
estVARbrw Man page Source code
genVARbrw Man page Source code
llk_JLL_Sigma Man page Source code
m_var Man page Source code
mult__prod Man page Source code
pca_weights_one_country Man page Source code
plot.ATSMModelForecast Man page Source code
pos2x Man page Source code
print.ATSMModelInputs Man page Source code
residY_original Man page Source code
rhoParas Man page Source code
shrink_Phi Man page Source code
sqrtm_robust Man page Source code
summary.ATSMModelInputs Man page Source code
summary.ATSMModelOutputs Man page Source code
x2bound Man page Source code
x2pos Man page Source code
MultiATSM documentation built on April 4, 2025, 1:40 a.m.

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