objfct_dl: Diebold/Li Loss Function for Yields
In termstrc: Zero-coupon Yield Curve Estimation
Description
Calculates the sum of the squared spot rate error.
Usage
1
Arguments
beta
Paramter vector of the Diebold/Li spot rate function
(for details see: spr_dl),
lambda
Fixed spot rate function parameter
m
maturity vector
y
observed yield vector
termstrc documentation built on May 2, 2019, 4:50 p.m.
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Description
Calculates the sum of the squared spot rate error.
Usage
1 |
Arguments
beta |
Paramter vector of the Diebold/Li spot rate function
(for details see: |
lambda |
Fixed spot rate function parameter |
m |
maturity vector |
y |
observed 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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