sign_probabilities: Computes sign restriction probabilities a'la Lanne & Luoto...
In jetroant/rbsvarbm: Bayesian estimation of statistically identified robust structural vectorautoregressive models
Description
Usage
Arguments
Value
Description
Computes sign restriction probabilities a'la Lanne & Luoto (2020) (Documentation incomplete)
Usage
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sign_probabilities(
model,
output,
burn,
signs,
horizons,
limit = 3.2,
N = 10000,
cumulate = c(),
verbose = TRUE
)
Arguments
model
A list outputted by init_rbsvar().
output
A list outputted by est_rbsvar().
burn
...
signs
...
horizons
...
limit
...
N
...
cumulate
...
verbose
...
Value
A list.
jetroant/rbsvarbm documentation built on Dec. 20, 2021, 11:06 p.m.
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Description Usage Arguments Value
Description
Computes sign restriction probabilities a'la Lanne & Luoto (2020) (Documentation incomplete)
Usage
1 2 3 4 5 6 7 8 9 10 11 | sign_probabilities(
model,
output,
burn,
signs,
horizons,
limit = 3.2,
N = 10000,
cumulate = c(),
verbose = TRUE
)
|
Arguments
model |
A list outputted by |
output |
A list outputted by |
burn |
... |
signs |
... |
horizons |
... |
limit |
... |
N |
... |
cumulate |
... |
verbose |
... |
Value
A list.
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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