identify_chol: identify_chol
In pat-alt/deepvars: Deep Vector Autoregression
identify_chol R Documentation
identify_chol
Description
Computes coeffcient matrix capturing contemporaneous effects through short-run restriction using Cholesky decompostion.
Usage
identify_chol(Sigma_res)
Arguments
Sigma_res
pat-alt/deepvars documentation built on Jan. 30, 2024, 6:44 a.m.
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| identify_chol | R Documentation |
identify_chol
Description
Computes coeffcient matrix capturing contemporaneous effects through short-run restriction using Cholesky decompostion.
Usage
identify_chol(Sigma_res)
Arguments
Sigma_res |
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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