beta1_regressor: Beta_1 Regressor
In Houstonwp/AIRG: An R replication of the Academy's Interest Rate Generator
Description
Usage
Arguments
Value
Examples
View source: R/nelson-siegel.R
Description
Beta_1 Regressor
Usage
1
beta1_regressor(maturity, lambda = 0.4)
Arguments
maturity
A number. Should be represented as years, e.g. 3 months = 0.25 years.
lambda
A number between 0 and 1. Defaults to 0.4 as is given by the Academy's generator.
Value
A numeric vector giving the Beta_1 regressor for the Nelson-Siegel Yield Curve interpolation.
Examples
1
2
3
beta1_regressor(1)
beta1_regressor(1,0.5)
beta1_regressor(c(1,20))
Houstonwp/AIRG documentation built on Jan. 12, 2020, 8:10 p.m.
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Description Usage Arguments Value Examples
View source: R/nelson-siegel.R
Description
Beta_1 Regressor
Usage
1 | beta1_regressor(maturity, lambda = 0.4)
|
Arguments
maturity |
A number. Should be represented as years, e.g. 3 months = 0.25 years. |
lambda |
A number between 0 and 1. Defaults to 0.4 as is given by the Academy's generator. |
Value
A numeric vector giving the Beta_1 regressor for the Nelson-Siegel Yield Curve interpolation.
Examples
1 2 3 | beta1_regressor(1)
beta1_regressor(1,0.5)
beta1_regressor(c(1,20))
|
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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