Extract identities from equations
get_identities.RdThis function filters out equations containing 'epsilon', then extracts
weights and identities based on character_gamma_matrix and
character_beta_matrix.
Arguments
- equations
A character string containing the system of equations, where equations are separated by commas.
- character_gamma_matrix
A matrix \(\Gamma\) that holds the coefficients in character form for all equations, with potential entries like "theta", to be used in the weights extraction process. The dimensions of the matrix are \((T \times n)\), where \(T\) is the number of observations and \(n\) the number of equations.
- character_beta_matrix
A matrix \(\beta\) that holds the coefficients in character form for all equations, with potential entries like "theta", to be used in the weights extraction process. The dimensions of the matrix are \((k \times n)\), where \(k\) is the number of exogenous variables and \(n\) the number of equations.