Ofore: Create One-Step Forecast of Dependent Variables
In gamalamboy/stresstest: Implement the ETI Stress Testing Simulation
Description
This function returns a single value sampled from the posterior predictive
distribution of the calculated VAR. This is a N≤ft( Z_{t} β,
Σ \right) distribution, for t=T+1,T+2,…. This function
is a helper function for the forecast.Gibbs method.
Usage
1
Ofore(Zt, gibbs_mean, gibbs_var)
Arguments
Zt
the model matrix to be used.
gibbs_mean
the mean of the predictive distribution.
gibbs_var
the covariance matrix of the predictive distribution.
gamalamboy/stresstest documentation built on May 17, 2019, 1:33 p.m.
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Description
This function returns a single value sampled from the posterior predictive
distribution of the calculated VAR. This is a N≤ft( Z_{t} β,
Σ \right) distribution, for t=T+1,T+2,…. This function
is a helper function for the forecast.Gibbs method.
Usage
1 | Ofore(Zt, gibbs_mean, gibbs_var)
|
Arguments
Zt |
the model matrix to be used. |
gibbs_mean |
the mean of the predictive distribution. |
gibbs_var |
the covariance matrix of the predictive distribution. |
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.
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