RiskFactorsGraphs: Spanned and unspanned factors plot

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Spanned and unspanned factors plot

Description

Spanned and unspanned factors plot

Usage

RiskFactorsGraphs(
  ModelType,
  WishRFgraphs,
  ModelOutputs,
  Economies,
  FactorLabels,
  Folder2save,
  verbose
)

Arguments

ModelType	character. Estimated model type. Permissible choices: "JPS original", "JPS global", "GVAR single", "JPS multi", "GVAR multi", "JLL original", "JLL No DomUnit", "JLL joint Sigma".
WishRFgraphs	logical. Set TRUE to generate graphs, FALSE otherwise.
ModelOutputs	list. Model parameter estimates (see Optimization).
Economies	character vector. Names of the C economies included in the system.
FactorLabels	list. Labels for all variables in the model.
Folder2save	character. Folder path where the outputs will be stored.
verbose	logical. Flag controlling function messaging.

Available Methods

- 'autoplot(object, type = "RiskFactors")'

Examples

data("ParaSetEx")
# Adapt factor labels according to the example
ModelType <- "JPS original"
Economy <- "Brazil"
FacLab <- LabFac(N = 1, DomVar = "Eco_Act", GlobalVar = "Gl_Eco_Act", Economy, ModelType)

RiskFactorsGraphs(ModelType,
  WishRFgraphs = FALSE, ParaSetEx, Economy, FacLab,
  Folder2save = NULL, verbose = FALSE
)

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