get_mat_chol: Compute structural shock matrix via Cholesky decomposition
In lpirfs: Local Projections Impulse Response Functions
get_mat_chol R Documentation
Compute structural shock matrix via Cholesky decomposition
Description
Compute structural shock matrix via Cholesky decomposition with input variables
created in lp_lin or lp_nl.
Usage
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 July 9, 2023, 6:35 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.
| get_mat_chol | R Documentation |
Compute structural shock matrix via Cholesky decomposition
Description
Compute structural shock matrix via Cholesky decomposition with input variables created in lp_lin or lp_nl.
Usage
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
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.