bound2x: Transform a number bounded between a lower bound and upper...
In MultiATSM: Multicountry Term Structure of Interest Rates Models

View source: R/MinorOptimizationFunctions.R

bound2x

R Documentation

Transform a number bounded between a lower bound and upper bound to x by:

Description

Transform a number bounded between a lower bound and upper bound to x by:

Usage

bound2x(y, lb, ub)

Arguments

`y`	Number to be transformed (scalar)
`lb`	lower bound (scalar)
`ub`	upper bound (scalar)

References

This function is based on the "bound2x" function by Le and Singleton (2018).
"A Small Package of Matlab Routines for the Estimation of Some Term Structure Models."
(Euro Area Business Cycle Network Training School - Term Structure Modelling). Available at: https://cepr.org/40029

MultiATSM documentation built on April 4, 2025, 1:40 a.m.