Get_BFull: Compute the B matrix of loadings

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Compute the B matrix of loadings

Description

Compute the B matrix of loadings

Usage

Get_BFull(ModelParaPE, FactorLabels, mat, Economies, ModelType)

Arguments

ModelParaPE	List of point estimates of the model parameter
FactorLabels	String-list based which contains the labels of all the variables present in the model
mat	Vector of bond yield maturities
Economies	String-vector containing the names of the economies which are part of the economic system
ModelType	A character vector indicating the model type to be estimated

MultiATSM documentation built on April 4, 2025, 1:40 a.m.