create.Z: Create the model matrices
In gamalamboy/stresstest: Implement the ETI Stress Testing Simulation
Description
Usage
Arguments
Details
Value
Description
This function creates two representations of the VAR model matrices: the
stacked form Z=(Z_{1}^{T}, Z_{2}^{T}, …, Z_{T}^{T})^{T}, or a
list of Z_{t} matrices.
Usage
1
Arguments
data
the data set (a zoo object).
ztprop1
a Ztprops object.
Details
Internally, this function calls .create.zmts to generate the VAR model rows,
then inserts them into a matrix of zeros in a particular order.
Value
a 3-dimensional array.
gamalamboy/stresstest documentation built on May 17, 2019, 1:33 p.m.
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Description Usage Arguments Details Value
Description
This function creates two representations of the VAR model matrices: the stacked form Z=(Z_{1}^{T}, Z_{2}^{T}, …, Z_{T}^{T})^{T}, or a list of Z_{t} matrices.
Usage
1 |
Arguments
data |
the data set (a |
ztprop1 |
a |
Details
Internally, this function calls .create.zmts to generate the VAR model rows, then inserts them into a matrix of zeros in a particular order.
Value
a 3-dimensional array.
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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