get_mat_chol: Compute structural shock matrix via Cholesky decomposition

Description Usage Arguments Value Author(s)

View source: R/get_mat_chol.R

Description

Compute structural shock matrix via Cholesky decomposition with input variables created in lp_lin or lp_nl.

Usage

1
get_mat_chol(y_lin, x_lin, endog_data, specs)

Arguments

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.

Value

Shock matrix (d)

Author(s)

Philipp Adämmer


lpirfs documentation built on March 24, 2021, 1:10 a.m.