price_impact_function_example: price_impact_function_example
In Martin-Summer-1090/syslosseval: Provide data and functions to support the analysis in Systemic Loss Evaluation
Description
Usage
Arguments
Value
Examples
View source: R/price_impact_function_example.R
Description
price_impact_function_example
Usage
1
price_impact_function_example(del, mat, lb)
Arguments
del
I times 1 vector of discount factors with each component in $[0,1]$
mat
A list containing the matrices which are the output of make_matrices
lb
A real number specifiying the leverage threshold $barlambda$
Value
A list containing the fixed point and the number of iterations needed to find it
Examples
1
Martin-Summer-1090/syslosseval documentation built on Dec. 17, 2021, 3:14 a.m.
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Description Usage Arguments Value Examples
View source: R/price_impact_function_example.R
Description
price_impact_function_example
Usage
1 | price_impact_function_example(del, mat, lb)
|
Arguments
del |
I times 1 vector of discount factors with each component in $[0,1]$ |
mat |
A list containing the matrices which are the output of make_matrices |
lb |
A real number specifiying the leverage threshold $barlambda$ |
Value
A list containing the fixed point and the number of iterations needed to find it
Examples
1 |
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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