GetTruePara: Map auxiliary (unconstrained) parameters a to constrained...

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Map auxiliary (unconstrained) parameters a to constrained parameters b

Description

Map auxiliary (unconstrained) parameters a to constrained parameters b

Usage

GetTruePara(
  ParaValue,
  Const_Type_Full,
  FactorLabels,
  Economies,
  JLLinputs = NULL,
  GVARinputs = NULL
)

Arguments

ParaValue	unconstrained auxiliary parameter
Const_Type_Full	One of the following options: 'Jordan' 'Jordan; stationary' 'Jordan MultiCountry' 'Jordan MultiCountry; stationary' 'psd'; 'BlockDiag' 'JLLstructure'
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	Inputs used in the estimation of the JLL-based models
GVARinputs	Inputs used in the estimation of the GVAR-based models

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