Factors_NonOrtho: Makes the pre-allocation of the factors set for JLL-based...
In MultiATSM: Multicountry Term Structure of Interest Rates Models
Factors_NonOrtho R Documentation
Makes the pre-allocation of the factors set for JLL-based models
Description
Makes the pre-allocation of the factors set for JLL-based models
Usage
Factors_NonOrtho(NonOrthoFactors, JLLinputs, FactorLab, N)
Arguments
NonOrthoFactors
Risk factors before the orthogonalization (FxT)
JLLinputs
List of necessary inputs to estimate JLL-based setups
FactorLab
Variable labels from JLL-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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| Factors_NonOrtho | R Documentation |
Makes the pre-allocation of the factors set for JLL-based models
Description
Makes the pre-allocation of the factors set for JLL-based models
Usage
Factors_NonOrtho(NonOrthoFactors, JLLinputs, FactorLab, N)
Arguments
NonOrthoFactors |
Risk factors before the orthogonalization (FxT) |
JLLinputs |
List of necessary inputs to estimate JLL-based setups |
FactorLab |
Variable labels from JLL-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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