Boot_mixtureVAR: bootstrap mixtureVAR model

View source: R/bootstrap.R

Boot_mixtureVARR Documentation

bootstrap mixtureVAR model

Description

Allows to perform a bootstrap on an estimated mixtureVAR model. This bootstrap is necessary for computing the impulse response functions.

Usage

Boot_mixtureVAR(mod, nboot = 499, eps = 1e-08)

Arguments

mod

the model to be bootstrapped

nboot

number of bootstrap iterations

eps

precision default to 1e-8

Value

return


jpburgard/mixtureVAR documentation built on Nov. 1, 2023, 1:46 p.m.