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]