solve_lyapunov_discrete: Solve Discrete Lyapunov Equation
In wARMASVp: Winsorized ARMA Estimation for Higher-Order Stochastic Volatility Models
solve_lyapunov_discrete R Documentation
Solve Discrete Lyapunov Equation
Description
Solves X = F X t(F) + Q for X using the vectorization approach.
Usage
solve_lyapunov_discrete(F_mat, Q)
Arguments
F_mat
Square matrix.
Q
Square matrix (same dimensions as F_mat).
Value
Solution matrix X.
wARMASVp documentation built on May 15, 2026, 5:07 p.m.
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| solve_lyapunov_discrete | R Documentation |
Solve Discrete Lyapunov Equation
Description
Solves X = F X t(F) + Q for X using the vectorization approach.
Usage
solve_lyapunov_discrete(F_mat, Q)
Arguments
F_mat |
Square matrix. |
Q |
Square matrix (same dimensions as |
Value
Solution matrix X.
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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