get_omega_eigens {sstvars}R Documentation

Calculate the eigenvalues of the "Omega" error term covariance matrices

Description

get_omega_eigens calculates the eigenvalues of the "Omega" error term covariance matrices for each regime

Usage

get_omega_eigens(stvar)

Arguments

stvar

object of class "stvar"

Value

Returns a matrix with d rows and M columns - one column for each regime. The mth column contains the eigenvalues of the "Omega" error term covariance matrix of the mth regime.

References


[Package sstvars version 1.1.0 Index]