Aux_jordan_OneCountry: Auxiliary function for a single-country specification
In MultiATSM: Multicountry Term Structure of Interest Rates Models
Aux_jordan_OneCountry R Documentation
Auxiliary function for a single-country specification
Description
Auxiliary function for a single-country specification
Usage
Aux_jordan_OneCountry(ParaValue, Const_Type)
Arguments
ParaValue
Constrained parameter
Const_Type
Type of constraint
References
Le, A., & Singleton, K. J. (2018). Small Package of Matlab Routines for
Estimation of Some Term Structure Models. EABCN Training School.
This function offers an independent R implementation that is informed
by the conceptual framework outlined in Le and Singleton (2018), but adapted to the
present modeling context.
MultiATSM documentation built on Nov. 5, 2025, 7:01 p.m.
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| Aux_jordan_OneCountry | R Documentation |
Auxiliary function for a single-country specification
Description
Auxiliary function for a single-country specification
Usage
Aux_jordan_OneCountry(ParaValue, Const_Type)
Arguments
ParaValue |
Constrained parameter |
Const_Type |
Type of constraint |
References
Le, A., & Singleton, K. J. (2018). Small Package of Matlab Routines for
Estimation of Some Term Structure Models. EABCN Training School.
This function offers an independent R implementation that is informed
by the conceptual framework outlined in Le and Singleton (2018), but adapted to the
present modeling context.
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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