tirf1: parallel compuation of irfs of tvars

In joergrieger/bvar: Estimation and forecasting of bayesian VAR models

Description

parallel compuation of irfs of tvars

Usage

tirf1(y, Alpha, Sigma, tart, thVar, thDelay, nolags, nhor, intercept,
  bootrep, id_obj, K)

Arguments

y	data
Alpha	coefficients
Sigma	variance-covariance matrices
tart	Value of threshold
thVar	threshold-Variable
thDelay	delay of threshold
nolags	number of lags in the model
nhor	length of the impulse-response function
intercept	intercept or no intercept
bootrep	number of bootstrap replications
id_obj	S3 object for identification of the model
K	number of variables

joergrieger/bvar documentation built on July 3, 2020, 5:34 p.m.