Jac_approx: Main Jacobian approximation
In MultiATSM: Multicountry Term Structure of Interest Rates Models
Jac_approx R Documentation
Main Jacobian approximation
Description
Main Jacobian approximation
Usage
Jac_approx(f, x, nlevels = 5L)
Arguments
f
function to differentiate
x
evaluation point
nlevels
depth of extrapolation. Default is 5.
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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| Jac_approx | R Documentation |
Main Jacobian approximation
Description
Main Jacobian approximation
Usage
Jac_approx(f, x, nlevels = 5L)
Arguments
f |
function to differentiate |
x |
evaluation point |
nlevels |
depth of extrapolation. Default is 5. |
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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