CheckInputsGVAR: Check consistency of the inputs provided in GVARinputs
In MultiATSM: Multicountry Term Structure of Interest Rates Models
CheckInputsGVAR R Documentation
Check consistency of the inputs provided in GVARinputs
Description
Check consistency of the inputs provided in GVARinputs
Usage
CheckInputsGVAR(GVARinputs, N)
Arguments
GVARinputs
List of inputs for GVAR-based models
N
number of country-specific spanned factors (scalar)
MultiATSM documentation built on April 4, 2025, 1:40 a.m.
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| CheckInputsGVAR | R Documentation |
Check consistency of the inputs provided in GVARinputs
Description
Check consistency of the inputs provided in GVARinputs
Usage
CheckInputsGVAR(GVARinputs, N)
Arguments
GVARinputs |
List of inputs for GVAR-based models |
N |
number of country-specific spanned factors (scalar) |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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