BGVAR: matrix_to_list – R documentation

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matrix_to_list

Convert Input Matrix to List

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

matrix_to_list(datamat)

datamat

a matrix of size T times K, where T are time periods and K total amount of variables.

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

returns a list of length N (number of entities).

Maximilian Boeck