MultiATSM (version 0.3.6)

ListModelInputs: Concatenate the model-specific inputs in a list

Description

Concatenate the model-specific inputs in a list

Usage

ListModelInputs(
  ModelType,
  Data = NULL,
  Economies,
  VARXtype = NULL,
  t_First_Wgvar = NULL,
  t_Last_Wgvar = NULL,
  W_type = NULL,
  DomUnit = NULL,
  WishSigmas = NULL,
  SigmaNonOrtho = NULL,
  BiasCorrection = 0,
  flag_mean = NULL,
  gamma = NULL,
  N_iter = NULL,
  N_burn = NULL,
  B = NULL,
  checkBRW = NULL,
  B_check = NULL,
  DataPathTrade = NULL
)

Arguments

ModelType

string-vector containing the label of the model to be estimated

Data

dataset generated from the "DataForEstimation" function

Economies

string-vector containing the names of the economies of the system

VARXtype

string-vector containing the VARX feature (see "GVAR" function) (GVAR-based models)

t_First_Wgvar

Sample starting date (year) (GVAR-based models)

t_Last_Wgvar

Sample last date (year) (GVAR-based models)

W_type

Criterion used in the computation of the star variables (see "Transition_Matrix" function) (GVAR-based models)

DomUnit

name of the economy which is assigned as the dominant unit (JLL-based models)

WishSigmas

equal to "1" if one wishes the variance-covariance matrices and the Cholesky factorizations (JLL-based models)

SigmaNonOrtho

NULL or some F x F matrix from the non-orthogonalized dynamics (JLL-based models)

BiasCorrection

binary variable. it takes value equal to 1 if the user whishes the estimates to be bias-corrected and 0, otherwise. (BRW model)

flag_mean

flag whether mean- (TRUE) or median- (FALSE) unbiased estimation is desired

gamma

adjustment parameter (BRW model)

N_iter

number of iterations (BRW model)

N_burn

number of burn-in iterations (BRW model)

B

number of bootstrap samples (BRW model)

checkBRW

flag whether the user wishes to perform the closeness check (BRW model)

B_check

number of bootstrap samples for closeness check

DataPathTrade

path of the Excel file containing the data (if any)

Examples

ModelType <- "JLL original"
Eco <- c("China","Brazil","Mexico", "Uruguay")
DU <- "China"
Sig <- 1
NonOrtho <- 0


ListModelInputs(ModelType, Economies= Eco, DomUnit = DU, WishSigmas = Sig, SigmaNonOrtho= NonOrtho)