Est_K1h: Estimate K1h
In MultiATSM: Multicountry Term Structure of Interest Rates Models
Est_K1h R Documentation
Estimate K1h
Description
Estimate K1h
Usage
Est_K1h(horiz, min_mat, max_mat, time_step, B_coef)
Arguments
horiz
Minimum horizon observed
min_mat
shortest maturity observed
max_mat
longest maturity observed
time_step
time unit of the model (scalar)
B_coef
matrix of beta coefficients
MultiATSM documentation built on Nov. 5, 2025, 7:01 p.m.
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.
| Est_K1h | R Documentation |
Estimate K1h
Description
Estimate K1h
Usage
Est_K1h(horiz, min_mat, max_mat, time_step, B_coef)
Arguments
horiz |
Minimum horizon observed |
min_mat |
shortest maturity observed |
max_mat |
longest maturity observed |
time_step |
time unit of the model (scalar) |
B_coef |
matrix of beta coefficients |
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.