Est_RestOLS: Estimate a restricted OLS model
In MultiATSM: Multicountry Term Structure of Interest Rates Models
Est_RestOLS R Documentation
Estimate a restricted OLS model
Description
Estimate a restricted OLS model
Usage
Est_RestOLS(LHS, RHS, Rmat)
Arguments
LHS
left hand side variables (M x T).
RHS
right hand side variables (should include the intercept, if desired) (N x T).
Rmat
matrix of constraints (M x N). Entries containing NAs are treated as free parameters.
Value
matrix of coefficient (M x N)
MultiATSM documentation built on Nov. 5, 2025, 7:01 p.m.
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| Est_RestOLS | R Documentation |
Estimate a restricted OLS model
Description
Estimate a restricted OLS model
Usage
Est_RestOLS(LHS, RHS, Rmat)
Arguments
LHS |
left hand side variables (M x T). |
RHS |
right hand side variables (should include the intercept, if desired) (N x T). |
Rmat |
matrix of constraints (M x N). Entries containing NAs are treated as free parameters. |
Value
matrix of coefficient (M x N)
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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