compute_theta_kj_sq: compute_theta_kj_sq
In pat-alt/SVAA: Deep Vector Autoregression
View source: R/compute_theta_kj_sq.R
compute_theta_kj_sq R Documentation
compute_theta_kj_sq
Description
compute_theta_kj_sq
Usage
compute_theta_kj_sq(Theta, n.ahead)
Arguments
n.ahead
Details
Helper function used to compute orthogonalised IRFs as in Kilian, Luetkepohl. These represent the reduced form impulse response functions.
pat-alt/SVAA documentation built on Jan. 19, 2024, 7:45 p.m.
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View source: R/compute_theta_kj_sq.R
| compute_theta_kj_sq | R Documentation |
compute_theta_kj_sq
Description
compute_theta_kj_sq
Usage
compute_theta_kj_sq(Theta, n.ahead)
Arguments
n.ahead |
Details
Helper function used to compute orthogonalised IRFs as in Kilian, Luetkepohl. These represent the reduced form impulse response functions.
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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