K1XQStationary: Impose stationarity under the Q-measure
In MultiATSM: Multicountry Term Structure of Interest Rates Models
K1XQStationary R Documentation
Impose stationarity under the Q-measure
Description
Impose stationarity under the Q-measure
Usage
K1XQStationary(StationaryEigenvalues)
Arguments
StationaryEigenvalues
Binary variable: set "1" if the user wishes the largest eigenvalue
to be strictly smaller than 1. Set "0", otherwise
MultiATSM documentation built on June 8, 2025, 1:59 p.m.
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| K1XQStationary | R Documentation |
Impose stationarity under the Q-measure
Description
Impose stationarity under the Q-measure
Usage
K1XQStationary(StationaryEigenvalues)
Arguments
StationaryEigenvalues |
Binary variable: set "1" if the user wishes the largest eigenvalue to be strictly smaller than 1. Set "0", otherwise |
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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