grad_dl: Gradient of the Diebold/Li Loss Function for Yields
In changshun/termstrc: Zero-coupon Yield Curve Estimation
Description
Calculates the gradient of the Diebold/Li Loss Function for Yields
Usage
1
Arguments
beta
Parameter of the Diebold/Li spot rate function
lambda
constant parameter of the Diebold/Li spot rate function
m
maturity vector
y
yield vector
changshun/termstrc documentation built on May 13, 2019, 3:24 p.m.
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Description
Calculates the gradient of the Diebold/Li Loss Function for Yields
Usage
1 |
Arguments
beta |
Parameter of the Diebold/Li spot rate function |
lambda |
constant parameter of the Diebold/Li spot rate function |
m |
maturity vector |
y |
yield vector |
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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