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Make text for multivariate stochastic volatility model

Source: R/make_msv.R
make_msv.Rd

Make the text string for a multivariate stochastic volatility model using arrow-lag-slope notation for DSEM.

Usage

make_msv(
  variables,
  n_factors,
  factor_names = paste0("F", seq_len(n_factors)),
  collapse_text = TRUE
)

Arguments

variables

Character string of variables (i.e., column names of tsdata).

n_factors

Number of stochastic volatility factors.

factor_names

Optional character-vector of factor names, which must match NA columns in tsdata.

collapse_text

whether to collapse text into long character string

Value

A text string to be passed to dsem