shrink_FeedMat_BC: Shrinking the largest eigenvalue
In MultiATSM: Multicountry Term Structure of Interest Rates Models
View source: R/BiasCorrection.R
shrink_FeedMat_BC R Documentation
Shrinking the largest eigenvalue
Description
Shrinking the largest eigenvalue
Usage
shrink_FeedMat_BC(K1Z_BC, K1Z_NoBC, ev_restr)
Arguments
K1Z_BC
VAR (1) bias-corrected feedback matrix from Bauer, Rudebusch and, Wu (2012)
K1Z_NoBC
VAR (1) with no bias-corrected feedback matrix from the selected ATSM
ev_restr
maximum eigenvalue desired in the feedback matrix after the adjustment
MultiATSM documentation built on Nov. 5, 2025, 7:01 p.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.
View source: R/BiasCorrection.R
| shrink_FeedMat_BC | R Documentation |
Shrinking the largest eigenvalue
Description
Shrinking the largest eigenvalue
Usage
shrink_FeedMat_BC(K1Z_BC, K1Z_NoBC, ev_restr)
Arguments
K1Z_BC |
VAR (1) bias-corrected feedback matrix from Bauer, Rudebusch and, Wu (2012) |
K1Z_NoBC |
VAR (1) with no bias-corrected feedback matrix from the selected ATSM |
ev_restr |
maximum eigenvalue desired in the feedback matrix after the adjustment |
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.