init_rbsvar: Initializes rbsvar model (Documentation incomplete)
In jetroant/rbsvarbm: Bayesian estimation of statistically identified robust structural vectorautoregressive models
Description
Usage
Arguments
Value
Description
Initializes rbsvar model (Documentation incomplete)
Usage
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init_rbsvar(
y,
lags = 1,
constant = TRUE,
type = c("svar", "var")[1],
garch = FALSE,
mean_cent = TRUE,
var_adj = FALSE,
p_prior = c(2, 1),
q_prior = c(1, 1),
r_prior = c(log(1), 1),
B_prior = c(NA, NA),
B_inverse = TRUE,
shrinkage = Inf,
minnesota_means = NULL,
prior = list(),
init = NULL,
maxit = 0,
method = "L-BFGS-B",
skip_hessian = NULL,
trace = 1,
REPORT = 100,
min_density = -1e+06,
parallel_likelihood = FALSE,
max_cores = NA,
verbose = TRUE
)
Arguments
y
The data.
lags
...
constant
...
type
...
garch
...
mean_cent
...
var_adj
...
p_prior
...
q_prior
...
r_prior
...
B_prior
...
B_inverse
...
shrinkage
...
minnesota_means
...
prior
...
init
...
maxit
...
method
...
skip_hessian
...
trace
...
REPORT
...
min_density
...
parallel_likelihood
...
max_cores
...
verbose
...
Value
A list that may be passed for example to est_rbsvar() or eval_rbsvar().
jetroant/rbsvarbm documentation built on Dec. 20, 2021, 11:06 p.m.
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Description Usage Arguments Value
Description
Initializes rbsvar model (Documentation incomplete)
Usage
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 | init_rbsvar(
y,
lags = 1,
constant = TRUE,
type = c("svar", "var")[1],
garch = FALSE,
mean_cent = TRUE,
var_adj = FALSE,
p_prior = c(2, 1),
q_prior = c(1, 1),
r_prior = c(log(1), 1),
B_prior = c(NA, NA),
B_inverse = TRUE,
shrinkage = Inf,
minnesota_means = NULL,
prior = list(),
init = NULL,
maxit = 0,
method = "L-BFGS-B",
skip_hessian = NULL,
trace = 1,
REPORT = 100,
min_density = -1e+06,
parallel_likelihood = FALSE,
max_cores = NA,
verbose = TRUE
)
|
Arguments
y |
The data. |
lags |
... |
constant |
... |
type |
... |
garch |
... |
mean_cent |
... |
var_adj |
... |
p_prior |
... |
q_prior |
... |
r_prior |
... |
B_prior |
... |
B_inverse |
... |
shrinkage |
... |
minnesota_means |
... |
prior |
... |
init |
... |
maxit |
... |
method |
... |
skip_hessian |
... |
trace |
... |
REPORT |
... |
min_density |
... |
parallel_likelihood |
... |
max_cores |
... |
verbose |
... |
Value
A list that may be passed for example to est_rbsvar() or eval_rbsvar().
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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