IdxSpanned: Extract the indexes related to the spanned factors in the...
In MultiATSM: Multicountry Term Structure of Interest Rates Models
IdxSpanned R Documentation
Extract the indexes related to the spanned factors in the variance-covariance matrix
Description
Extract the indexes related to the spanned factors in the variance-covariance matrix
Usage
IdxSpanned(G, M, N, C)
Arguments
G
number of global unspanned factors (scalar)
M
number of domestic unspanned factors per country (scalar)
N
number of domestic spanned factors per country (scalar)
C
number of countries of the economic system (scalar)
MultiATSM documentation built on April 4, 2025, 1:40 a.m.
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| IdxSpanned | R Documentation |
Extract the indexes related to the spanned factors in the variance-covariance matrix
Description
Extract the indexes related to the spanned factors in the variance-covariance matrix
Usage
IdxSpanned(G, M, N, C)
Arguments
G |
number of global unspanned factors (scalar) |
M |
number of domestic unspanned factors per country (scalar) |
N |
number of domestic spanned factors per country (scalar) |
C |
number of countries of the economic system (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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