| ModelPara {MultiATSM} | R Documentation |
Replications of the JPS (2014) outputs by the MultiATSM package
Description
Unspanned macro risk model outputs by the MultiATSM package
Usage
data("JPSrep")
Format
list of inputs and outputs
- inputs
general model inputs
- ests
model parameters estimates (JPS form)
- llk
log-likelihood of the observations
- rot
model parameters estimates (rotation form)
[Package MultiATSM version 0.3.6 Index]