ModelPara: Replications of the JPS (2014) outputs by the MultiATSM...
In MultiATSM: Multicountry Term Structure of Interest Rates Models
ModelPara R Documentation
Replications of the JPS (2014) outputs by the MultiATSM package
Description
Unspanned macro risk model outputs by the MultiATSM package
Usage
data("JPSrep")
Format
list of inputs and outputs
- inputs
general model inputs
- ests
model parameters estimates (JPS form)
- llk
log-likelihood of the observations
- rot
model parameters estimates (rotation form)
MultiATSM documentation built on April 4, 2025, 1:40 a.m.
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.
| ModelPara | R Documentation |
Replications of the JPS (2014) outputs by the MultiATSM package
Description
Unspanned macro risk model outputs by the MultiATSM package
Usage
data("JPSrep")
Format
list of inputs and outputs
- inputs
general model inputs
- ests
model parameters estimates (JPS form)
- llk
log-likelihood of the observations
- rot
model parameters estimates (rotation form)
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.