GetLabels_JLL {MultiATSM}R Documentation

Generate the variable labels of the JLL models

Description

Generate the variable labels of the JLL models

Usage

GetLabels_JLL(NonOrthoFactors, JLLinputs, G)

Arguments

NonOrthoFactors

Risk factors before the orthogonalization (FxT)

JLLinputs

List of necessary inputs to estimate JLL-based setups

G

number of global unspanned factors (scalar)


[Package MultiATSM version 1.1.0 Index]