BGVAR: list_to_matrix – R documentation

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list_to_matrix

Convert Input List to Matrix

Converts a list to an appropriate input matrix for use of bgvar.

list_to_matrix(datalist)

datalist

a list of length N which contains each a matrix of size T times k, where T are time periods and k variables per entity..

Note the naming convention. Columns should indicate entity and variable name, separated by a dot, e.g. US.y.

returns a matrix of size T times K (number of time periods times number of total variables).

Maximilian Boeck