Check_comparison_NoBC: check how close the mean or median of the bias-corrected...

In MultiATSM: Multicountry Term Structure of Interest Rates Models

check how close the mean or median of the bias-corrected aproach is from the non-corrected approach

Description

check how close the mean or median of the bias-corrected aproach is from the non-corrected approach

Usage

Check_comparison_NoBC(
  K1Z_BC,
  K1Z_NoBC,
  B_check,
  RiskFactors,
  GVARinputs,
  JLLinputs,
  FactorLabels,
  Economies,
  ModelType,
  Use_Mean,
  verbose
)

Arguments

K1Z_BC	feedback matrix after the bias correction procedure
K1Z_NoBC	feedback matrix before the bias correction procedure
B_check	number of bootstrap samples used in the closeness check
RiskFactors	time series of the risk factors (F x T)
GVARinputs	inputs used in the estimation of the GVAR-based models (see "GVAR" function). Default is set to NULL
JLLinputs	inputs used in the estimation of the JLL-based models (see "JLL" function). Default is set to NULL
FactorLabels	string-list based which contains the labels of all variables present in the model
Economies	string-vector containing the names of the economies which are part of the economic system
ModelType	string-vector containing the label of the model to be estimated
Use_Mean	Choose between the mean or the median across the bootstrap iterations.
verbose	Logical flag controlling function messaging.

MultiATSM documentation built on Nov. 5, 2025, 7:01 p.m.