Zarray: Create forecast design matrices

Description Usage Arguments Value

View source: R/RcppExports.R

Description

This performs the workhorse creation of an array with design matrices for use in the forecasting exercises. It creates an RcppArmadillo cube with each slice being a design matrix whose lagged values are updated with the Bayesian posterior predictive distribution's sampled values.

Usage

1
Zarray(datindex, datarows, Zindex, Zmat)

Arguments

datindex

a linear index mapping the data columns to the model structure. It is generally a product of sub2inds().

datarows

the data rows used for creating the design matrix, of size <lag length of VAR(p)> + 1.

Zindex

a linear index which maps the non-zero entries in the new design matrix.

Zmat

a fixed design matrix template.

Value

an array of design matrices.


gamalamboy/stresstest documentation built on May 17, 2019, 1:33 p.m.