residY_original: Compute the residuals from the observational equation
In MultiATSM: Multicountry Term Structure of Interest Rates Models
residY_original R Documentation
Compute the residuals from the observational equation
Description
Compute the residuals from the observational equation
Usage
residY_original(ModelParaPE, BFull, ModelType, Economies)
Arguments
ModelParaPE
List of point estimates of the model parameter
BFull
Matrix B of loadings (CJ x F or J x F)
ModelType
A character vector indicating the model type to be estimated
Economies
String-vector containing the names of the economies which are part of the economic system
MultiATSM documentation built on April 4, 2025, 1:40 a.m.
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| residY_original | R Documentation |
Compute the residuals from the observational equation
Description
Compute the residuals from the observational equation
Usage
residY_original(ModelParaPE, BFull, ModelType, Economies)
Arguments
ModelParaPE |
List of point estimates of the model parameter |
BFull |
Matrix B of loadings (CJ x F or J x F) |
ModelType |
A character vector indicating the model type to be estimated |
Economies |
String-vector containing the names of the economies which are part of the economic system |
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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