lr_approx: Get Tall IRFs
In juhokalle/rmfd4dfm: Estimation of DFMs using RMFD-E parametrization
View source: R/intial_estimation.R
lr_approx R Documentation
Get Tall IRFs
Description
lr_approx calculates a tall IRF from a square
state space model using low-rank approximation
Usage
lr_approx(ssmod, dim_in, lag.max = 30)
Arguments
ssmod
square state space model object
dim_in
the dynamic factor dimension of the DFM
lag.max
number of lags, default is 30
Value
a list of elements:
irf
new IRF array
noise_L
n x q matrix used to obtain tall IRF
juhokalle/rmfd4dfm documentation built on July 18, 2024, 10:19 p.m.
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View source: R/intial_estimation.R
| lr_approx | R Documentation |
Get Tall IRFs
Description
lr_approx calculates a tall IRF from a square
state space model using low-rank approximation
Usage
lr_approx(ssmod, dim_in, lag.max = 30)
Arguments
ssmod |
square state space model object |
dim_in |
the dynamic factor dimension of the DFM |
lag.max |
number of lags, default is 30 |
Value
a list of elements:
irf |
new IRF array |
noise_L |
n x q matrix used to obtain tall IRF |
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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