sq: Square root utility function
In valuer: Pricing of Variable Annuities
Description
Takes square root if positive otherwise returns zero.
To be used with mean reverting squared root processes (CIR SDE)
Usage
1
sq(x)
Arguments
x
numeric scalar
valuer documentation built on May 2, 2019, 3:43 p.m.
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Description
Takes square root if positive otherwise returns zero. To be used with mean reverting squared root processes (CIR SDE)
Usage
1 | sq(x)
|
Arguments
x |
numeric scalar |
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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