BUnspannedAdapJoint {MultiATSM} | R Documentation |
Transform B_spanned into B_unspanned for jointQ models
Description
Transform B_spanned into B_unspanned for jointQ models
Usage
BUnspannedAdapJoint(G, M, N, C, J, BSpanned)
Arguments
G |
number of global unspanned factors |
M |
number of domestic unspanned factors |
N |
number of domestic spanned factors |
C |
number of economies of the economic system |
J |
number of country-specific observed bond yields |
BSpanned |
B that accomodates only the map to the spanned factors only |
[Package MultiATSM version 1.1.0 Index]