multiprod_2terms {MultiATSM}R Documentation

computes matrix product for arrays a and b: c[,,i] = a[,,i] b[,,i]

Description

computes matrix product for arrays a and b: c[,,i] = a[,,i] b[,,i]

Usage

multiprod_2terms(a, b)

Arguments

a

array (M x N x T)

b

array (N x K x T)

Value

c array (M x K x T)

References

This function is based on the "multiprod_2terms" function by Le and Singleton (2018).
"A Small Package of Matlab Routines for the Estimation of Some Term Structure Models."
(Euro Area Business Cycle Network Training School - Term Structure Modelling). Available at: https://cepr.org/40029


[Package MultiATSM version 1.1.0 Index]