Functionf {MultiATSM}

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

Description

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

Usage

Functionf(MLEinputs, Economies, mat, DataFrequency, FactorLabels, ModelType)

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

mat

vector of maturities (in years) of yields used in estimation (J x 1)

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

Value

objective function

Examples

# See examples in the vignette file of this package (Section 4).