getIRFunsigned: getIRFunsigned
In sboriss/trySignRestrictions: trySignRestrictions
Description
Usage
Arguments
Value
Description
returns IRF proposal without any sign restrictions.
Usage
1
getIRFunsigned(mComp, mSigma, h)
Arguments
mComp
np x np matrix, companion form of the VAR(p) model
mSigma
n x n covariance matrix of the reduced-form residuals
h
a numeric sequence, 0,1,2,...,h length of IRF
Value
IRF data.frame (h + 1) x n^2
sboriss/trySignRestrictions documentation built on May 14, 2019, 1:57 a.m.
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Description Usage Arguments Value
Description
returns IRF proposal without any sign restrictions.
Usage
1 | getIRFunsigned(mComp, mSigma, h)
|
Arguments
mComp |
np x np matrix, companion form of the VAR(p) model |
mSigma |
n x n covariance matrix of the reduced-form residuals |
h |
a numeric sequence, 0,1,2,...,h length of IRF |
Value
IRF data.frame (h + 1) x n^2
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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