fFitKernelWeights: Solve for the vector xi of kernel weights
In SmithWilsonYieldCurve: Smith-Wilson Yield Curve Construction
View source: R/fFitKernelWeights.R
Description
Solve for the vector xi of kernel weights
Usage
1
2
fFitKernelWeights(CashflowMatrix, KernelFunctionMatrix,
MarketValueVector, BaseZeroVector)
Arguments
CashflowMatrix
A matrix of all cashflows,
instruments in rows, times in columns
KernelFunctionMatrix
A matrix of kernel function
values
MarketValueVector
A vector of market values of the
insturments
BaseZeroVector
A vector of "base" values for the
zeros
SmithWilsonYieldCurve documentation built on May 2, 2019, 2:16 a.m.
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View source: R/fFitKernelWeights.R
Description
Solve for the vector xi of kernel weights
Usage
1 2 | fFitKernelWeights(CashflowMatrix, KernelFunctionMatrix,
MarketValueVector, BaseZeroVector)
|
Arguments
CashflowMatrix |
A matrix of all cashflows, instruments in rows, times in columns |
KernelFunctionMatrix |
A matrix of kernel function values |
MarketValueVector |
A vector of market values of the insturments |
BaseZeroVector |
A vector of "base" values for the zeros |
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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