simulate: Simulate a linear system with given transition
In tatsuyaasami/lrem: Linear Rational Expectations Model
Description
Usage
Arguments
Value
Description
Simulate a linear system with given transition
Usage
1
Arguments
g
function, Function of predetermined vector at t on un-predetermined vector at t
h
function, Function of predetermined vector at t on predetermined vector at t+1
x0
x0 in R, Initial value of predetermined vector
t
t in N, Length of simulation
e
vector or matrix, each row e[k, ] corresponds to shock at t = k
Value
Path of all vectors
tatsuyaasami/lrem documentation built on May 3, 2019, 11:50 p.m.
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Description Usage Arguments Value
Description
Simulate a linear system with given transition
Usage
1 |
Arguments
g |
function, Function of predetermined vector at t on un-predetermined vector at t |
h |
function, Function of predetermined vector at t on predetermined vector at t+1 |
x0 |
x0 in R, Initial value of predetermined vector |
t |
t in N, Length of simulation |
e |
vector or matrix, each row e[k, ] corresponds to shock at t = k |
Value
Path of all vectors
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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