smart_impactmat {sstvars} | R Documentation |
Create a random VAR model (dxd)
error impact matrix B
fairly close to the given invertible impact matrix.
Description
smart_impactmat
generates a random VAR model (dxd)
error impact matrix B
fairly close to the given invertible impact matrix.
Usage
smart_impactmat(d, B, accuracy, is_regime1 = TRUE)
Arguments
B |
an invertible |
accuracy |
a positive real number adjusting how close to the given impact matrix the returned individual should be. Larger value implies higher accuracy. |
is_regime1 |
is the impact matrix for Regime 1? Regime 1 impact matrix is constrained so the elements in its first row are in a decreasing ordering and the diagonal elements are strictly positive. |
Value
Returns a (d^2 \times 1)
vector containing the vectorized impact matrix B
.
[Package sstvars version 1.2.1 Index]