VarianceExplained function

Percentage explained by the spanned factors of the variations in the set of observed yields for all models

Percentage explained by the spanned factors of the variations in the set of observed yields for all models

VarianceExplained(ModelType, ModelPara, FactorLabels, Economies)

Arguments

  • ModelType: string-vector containing the label of the model to be estimated
  • ModelPara: List of model parameter estimates (see the "Optimization" function)
  • FactorLabels: string-list based which contains all the labels of all the variables present in the model
  • Economies: string-vector containing the names of the economies which are part of the economic system
  • Maintainer: Rubens Moura
  • License: GPL-2 | GPL-3
  • Last published: 2025-03-24