FunctionML_vec: Use function ML to generate the outputs from a ATSM

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Use function ML to generate the outputs from a ATSM

Description

Use function ML to generate the outputs from a ATSM

Usage

FunctionML_vec(
  x,
  ML_fun,
  ListInputSet,
  ModelType,
  FactorLabels,
  Economies,
  JLLinputs,
  GVARinputs,
  WithEstimation
)

Arguments

x	vector containing all the vectorized auxiliary parameters
ML_fun	vector-valued objective function (function)
ListInputSet	variable inputs used in the optimization (see inputs from "optimization" function)
ModelType	string-vector containing the label of the model to be estimated
FactorLabels	string-list based which contains the labels of all the variables present in the model
Economies	string-vector containing the names of the economies which are part of the economic system
JLLinputs	Set of necessary inputs used in the estimation of the JLL-based models (see "JLL" function)
GVARinputs	Set of necessary inputs used in the estimation of the GVAR-based models (see "GVAR" function)
WithEstimation	if TRUE, returns only the values of the likelihood function, else generates the entire set of outputs

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