Gen_art_series: Simulate N_Boot dataset from the P-dynamics
In MultiATSM: Multicountry Term Structure of Interest Rates Models
View source: R/BiasCorrection.R
Gen_art_series R Documentation
Simulate N_Boot dataset from the P-dynamics
Description
Simulate N_Boot dataset from the P-dynamics
Usage
Gen_art_series(K1Z_j, N_Boot, RFs)
Arguments
K1Z_j
Feedback matrix at the j_th iteration
N_Boot
Number of bootstrap samples per iteration.
RFs
A numeric matrix (T x F) representing the time series of risk factors.
MultiATSM documentation built on Nov. 5, 2025, 7:01 p.m.
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View source: R/BiasCorrection.R
| Gen_art_series | R Documentation |
Simulate N_Boot dataset from the P-dynamics
Description
Simulate N_Boot dataset from the P-dynamics
Usage
Gen_art_series(K1Z_j, N_Boot, RFs)
Arguments
K1Z_j |
Feedback matrix at the j_th iteration |
N_Boot |
Number of bootstrap samples per iteration. |
RFs |
A numeric matrix (T x F) representing the time series of risk factors. |
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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