fSampLT: sample the latent thresholds
In joergrieger/ltvar: Estimates Latent Threshold VAR Model
Description
sample the latent thresholds
Usage
1
fSampLT(my, amX, mp, amG2inv, vd, vdc)
Arguments
my
matrix with the data (lhs)
amX
matrix with rhs of data
mp
ar-coefficient
amG2inv
volatility
vd
vector with current treshold
vdc
vector with candidate thresholds
joergrieger/ltvar documentation built on Sept. 11, 2019, 10:21 a.m.
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Description
sample the latent thresholds
Usage
1 | fSampLT(my, amX, mp, amG2inv, vd, vdc)
|
Arguments
my |
matrix with the data (lhs) |
amX |
matrix with rhs of data |
mp |
ar-coefficient |
amG2inv |
volatility |
vd |
vector with current treshold |
vdc |
vector with candidate thresholds |
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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