get_mat_chol | R Documentation |
Compute structural shock matrix via Cholesky decomposition with input variables created in lp_lin or lp_nl.
get_mat_chol(y_lin, x_lin, endog_data, specs)
y_lin |
A matrix with all endogenous variables. |
x_lin |
A matrix with lagged endogenous variables. |
endog_data |
A data.frame with all endogenous variables. |
specs |
A list with specifications from lp_lin or lp_nl. |
Shock matrix (d)
Philipp Adämmer
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