get_mat_chol {lpirfs}R Documentation

Compute structural shock matrix via Cholesky decomposition

Description

Compute structural shock matrix via Cholesky decomposition with input variables created in lp_lin or lp_nl.

Usage

get_mat_chol(y_lin, x_lin, endog_data, specs)

Arguments

y_lin

A matrix with all endogenous variables.

x_lin

A matrix with lagged endogenous variables.

endog_data

A data.frame with all endogenous variables.

specs

A list with specifications from lp_lin or lp_nl.

Value

Shock matrix (d)

Author(s)

Philipp Adämmer


[Package lpirfs version 0.2.3 Index]