OptOutputs: Prepare outputs to export after the model optimization

Description

Prepare outputs to export after the model optimization

Usage

OptOutputs(
  Y,
  Z,
  mat,
  N,
  dt,
  Wpca,
  K1XQ,
  SSZ,
  LoadAs,
  LoadBs,
  r0,
  se,
  K0Z,
  K1Z,
  Gy.0,
  VarYields,
  y,
  GVARinputs,
  JLLinputs,
  Economies,
  ModelType,
  BS_out = FALSE
)

Arguments

Y: matrix of yields used in estimation (J x T or CJ x T)
Z: complete set of spanned and unspanned factors (F x T)
mat: vector of maturities (in years) of yields used in estimation (J x 1)
N: number of country-specific spanned factors
dt: time interval unit of the model (scalar)
Wpca: matrix of weights of the portfolios observed without errors (N x J or CN x J)
K1XQ: risk-neutral feedback matrix (N x N or CN x CN)
SSZ: variance-covariance matrix (F x F)
LoadAs: list containing the A loadings
LoadBs: list containing the B loadings
r0: long-run interest rate (scalar or vector with length C)
se: Variance of the portfolio of yields observed with error (scalar).
K0Z: intercept from the P-dynamics (F x 1)
K1Z: feedback matrix from the P-dynamics (F x F)
Gy.0: matrix of contemporaneous terms from the P-dynamics (F x F)
VarYields: variance-covariance matrix of the bond yields
y: likelihood of each time series (Tx1)
GVARinputs: List of inputs from GVAR models
JLLinputs: List of inputs from JLL models
Economies: string containing the names of the economy to be estimated
ModelType: string-vector containing the label of the model to be estimated
BS_out: Bootstrap output. Default is FALSE.