ImposeStat_True: Makes sure that the stationary constraint under the...
In MultiATSM: Multicountry Term Structure of Interest Rates Models
View source: R/Functionf_vectorized.R
ImposeStat_True R Documentation
Makes sure that the stationary constraint under the risk-neutral measure is preserved
Description
Makes sure that the stationary constraint under the risk-neutral measure is preserved
Usage
ImposeStat_True(x, K1Q)
Arguments
x
parameter of interest (scalar or matrix)
K1Q
risk-neutral feedback matrix
MultiATSM documentation built on April 4, 2025, 1:40 a.m.
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View source: R/Functionf_vectorized.R
| ImposeStat_True | R Documentation |
Makes sure that the stationary constraint under the risk-neutral measure is preserved
Description
Makes sure that the stationary constraint under the risk-neutral measure is preserved
Usage
ImposeStat_True(x, K1Q)
Arguments
x |
parameter of interest (scalar or matrix) |
K1Q |
risk-neutral feedback matrix |
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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