knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "README-"
)

This package provides the tool to simulate the linear rational expected model.

$$ E x_{t+1} = A x_{t} + B u_{t}, \ \ x_{t} \in \mathbb{R}^{n}, \ \ u_{t} \in \mathbb{R}^{m} . $$ You can also solve the above linear dynamic system as the one of process for simulation.

Install manual

library("devtools")
devtools::install()

Then, the package is installed in your computer.



tatsuyaasami/lrem documentation built on May 3, 2019, 11:50 p.m.