NoOrthoVAR_JLL: Obtain the non-orthogonalized model parameters
In MultiATSM: Multicountry Term Structure of Interest Rates Models
NoOrthoVAR_JLL R Documentation
Obtain the non-orthogonalized model parameters
Description
Obtain the non-orthogonalized model parameters
Usage
NoOrthoVAR_JLL(Para_Ortho_Reg, Para_Ortho_VAR)
Arguments
Para_Ortho_Reg
Set of parameters obtained from the JLL regressions
Para_Ortho_VAR
Set of parameters obtained from the VAR(1) of JLL-based models
MultiATSM documentation built on April 4, 2025, 1:40 a.m.
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| NoOrthoVAR_JLL | R Documentation |
Obtain the non-orthogonalized model parameters
Description
Obtain the non-orthogonalized model parameters
Usage
NoOrthoVAR_JLL(Para_Ortho_Reg, Para_Ortho_VAR)
Arguments
Para_Ortho_Reg |
Set of parameters obtained from the JLL regressions |
Para_Ortho_VAR |
Set of parameters obtained from the VAR(1) of JLL-based models |
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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