OptimizationSetup_ATSM: Optimization routine for the entire selected ATSM
In MultiATSM: Multicountry Term Structure of Interest Rates Models
OptimizationSetup_ATSM R Documentation
Optimization routine for the entire selected ATSM
Description
Optimization routine for the entire selected ATSM
Usage
OptimizationSetup_ATSM(AuxVecSet, FFvec, EstType, tol = 1e-04)
Arguments
AuxVecSet
List containing features for estimation of the risk-neutral parameters.
FFvec
Log-likelihood function
EstType
Estimation type
tol
convergence tolerance (scalar). Default value is set as 1e-4.
MultiATSM documentation built on April 4, 2025, 1:40 a.m.
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| OptimizationSetup_ATSM | R Documentation |
Optimization routine for the entire selected ATSM
Description
Optimization routine for the entire selected ATSM
Usage
OptimizationSetup_ATSM(AuxVecSet, FFvec, EstType, tol = 1e-04)
Arguments
AuxVecSet |
List containing features for estimation of the risk-neutral parameters. |
FFvec |
Log-likelihood function |
EstType |
Estimation type |
tol |
convergence tolerance (scalar). Default value is set as 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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