RootEigen: Compute the root of the eigenvalue of K1h
In MultiATSM: Multicountry Term Structure of Interest Rates Models
RootEigen R Documentation
Compute the root of the eigenvalue of K1h
Description
Compute the root of the eigenvalue of K1h
Usage
RootEigen(K1_h, horiz, N)
Arguments
K1_h
K1_h squared matrix
horiz
Minimum horizon observed
N
number of country-specific spanned factors
MultiATSM documentation built on Nov. 5, 2025, 7:01 p.m.
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| RootEigen | R Documentation |
Compute the root of the eigenvalue of K1h
Description
Compute the root of the eigenvalue of K1h
Usage
RootEigen(K1_h, horiz, N)
Arguments
K1_h |
K1_h squared matrix |
horiz |
Minimum horizon observed |
N |
number of country-specific spanned factors |
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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