gen_TVP_params {shrinkTVPVAR} | R Documentation |
Generate TVP_params that can be used as input for a TVP-VAR-SV model
Description
gen_TVP_params
creates either a list or a list of lists of hyperparameters
in the correct format to be used as input for a TVP-VAR-SV model estimated by shrinkTVPVAR
.
Usage
gen_TVP_params(m = 2, for_each_eq = TRUE)
Arguments
m |
The number of equations in the VAR model. Ignored if |
for_each_eq |
Logical. If TRUE, a list of lists is returned, where each list contains the hyperparameters for one equation. If FALSE, a single list is returned. |
Value
Either a list containing the hyperparameters for all equations or a list of lists containing the hyperparameters for each equation individually.
Author(s)
Peter Knaus peter.knaus@wu.ac.at
Examples
# For a 5 equation model
params <- gen_TVP_params(m = 5)
# For a model where all equations share the same hyperparameters
params <- gen_TVP_params(for_each_eq = FALSE)
[Package shrinkTVPVAR version 0.1.1 Index]