mult__prod | R Documentation |
Efficient computation of matrix product for arrays
mult__prod(a, b)
a |
array |
b |
array |
This function is a simplified version of the "mult__prod" 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
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