Aux_PSD: Transformation of a PSD matrix (auxiliary form)
In MultiATSM: Multicountry Term Structure of Interest Rates Models
Aux_PSD R Documentation
Transformation of a PSD matrix (auxiliary form)
Description
Transformation of a PSD matrix (auxiliary form)
Usage
Aux_PSD(ParaValue, Const_Type)
Arguments
ParaValue
Constrained parameter value
Const_Type
Type of constraint
MultiATSM documentation built on April 4, 2025, 1:40 a.m.
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| Aux_PSD | R Documentation |
Transformation of a PSD matrix (auxiliary form)
Description
Transformation of a PSD matrix (auxiliary form)
Usage
Aux_PSD(ParaValue, Const_Type)
Arguments
ParaValue |
Constrained parameter value |
Const_Type |
Type of constraint |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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