MultiATSM (version 1.5.0)

MLFunction: Set up the vector-valued objective function (Point estimate)

Description

Set up the vector-valued objective function (Point estimate)

Usage

MLFunction(
  MLEinputs,
  Economies,
  DataFrequency,
  FactorLabels,
  ModelType,
  BS_outType = FALSE
)

Value

objective function

Arguments

MLEinputs

Set of inputs that are necessary to the log-likelihood function

Economies

string-vector containing the names of the economies which are part of the economic system

DataFrequency

character-based vector: "Daily All Days", "Daily Business Days", "Weekly", "Monthly", "Quarterly", "Annually"

FactorLabels

string-list based which contains the labels of all the variables present in the model

ModelType

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

BS_outType

Generates simplified output list in the bootstrap setting. Default is set to FALSE.