Umatch: Matching of Orthogonal Matrices for Cayley transforms
In gogarch: Generalized Orthogonal GARCH (GO-GARCH) Models
Umatch R Documentation
Matching of Orthogonal Matrices for Cayley transforms
Description
This function matches an orthogonal matrix to the importance of the
columns of the matrix to which it should be matched.
Usage
Umatch(from, to)
Arguments
from
Matrix: orthogonal
to
Matrix: orthogonal
Value
mat
Matched matrix.
Author(s)
Bernhard Pfaff
References
Boswijk, H. Peter and van der Weide, Roy (2009), Method of Moments
Estimation of GO-GARCH Models, Working Paper, University of
Amsterdam, Tinbergen Institute and World Bank.
Liebeck, H. and Osborne, A. (1991), The Generation of All Rational
Orthogonal Matrices, The American Mathematical Monthly,
98 (2) (Feb. 1991), 131 – 133.
See Also
gogarch
gogarch documentation built on April 28, 2022, 3 p.m.
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| Umatch | R Documentation |
Matching of Orthogonal Matrices for Cayley transforms
Description
This function matches an orthogonal matrix to the importance of the columns of the matrix to which it should be matched.
Usage
Umatch(from, to)
Arguments
from |
Matrix: orthogonal |
to |
Matrix: orthogonal |
Value
mat |
Matched matrix. |
Author(s)
Bernhard Pfaff
References
Boswijk, H. Peter and van der Weide, Roy (2009), Method of Moments Estimation of GO-GARCH Models, Working Paper, University of Amsterdam, Tinbergen Institute and World Bank.
Liebeck, H. and Osborne, A. (1991), The Generation of All Rational Orthogonal Matrices, The American Mathematical Monthly, 98 (2) (Feb. 1991), 131 – 133.
See Also
gogarch
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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