ImposeStat_True: Makes sure that the stationary constraint under the...
In MultiATSM: Multicountry Term Structure of Interest Rates Models
View source: R/FunctionML_vec.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(params, K1Q, ub = 0.9999, lb = 1e-04)
Arguments
params
parameter of interest (scalar or matrix)
K1Q
risk-neutral feedback matrix
ub
upper bound. Default is 0.9999.
lb
lower bound. Default is 1e-4.
MultiATSM documentation built on Nov. 5, 2025, 7:01 p.m.
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View source: R/FunctionML_vec.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(params, K1Q, ub = 0.9999, lb = 1e-04)
Arguments
params |
parameter of interest (scalar or matrix) |
K1Q |
risk-neutral feedback matrix |
ub |
upper bound. Default is 0.9999. |
lb |
lower bound. Default is 1e-4. |
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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