bvar_conj_delta: Create [m x 1] vector of deltas from delta description

In bdemeshev/bvarr: Package for Bayesian Vector Auto Regressions

Description

Create [m x 1] vector of deltas from delta description

Usage

bvar_conj_delta(Y_in, delta)

Arguments

Y_in	multivariate time series
delta	description of delta. May be: one number, "AR1", or ready to go [m x 1] vector

Details

Create [m x 1] vector of deltas from delta description

Value

[m x 1] vector of deltas

Examples

data(Yraw)
dummy <- bvar_conj_delta(Yraw, delta = "AR1")

bdemeshev/bvarr documentation built on May 12, 2019, 3:40 a.m.