IdxSpanned {MultiATSM}R Documentation

Extract the indexes related to the spanned factors in the variance-covariance matrix

Description

Extract the indexes related to the spanned factors in the variance-covariance matrix

Usage

IdxSpanned(G, M, N, C)

Arguments

G

number of global unspanned factors (scalar)

M

number of domestic unspanned factors per country (scalar)

N

number of domestic spanned factors per country (scalar)

C

number of countries of the economic system (scalar)


[Package MultiATSM version 1.1.0 Index]