mult_logabsdet {MultiATSM} | R Documentation |
Inverse each 2D slice of an array (M) with arbitrary dimensions support
Description
Inverse each 2D slice of an array (M) with arbitrary dimensions support
Usage
mult_logabsdet(M)
Arguments
M |
multi-dimensional array |
Details
Inverse every 2D slice (the first two dimensions of M) for multi-dimension array M. In Matlab language: M[ , , p,q,...] * X[ , ,p,q,...] = repmat(diag(m),[1,1,p,q,...])
Value
X : (n-2)_D array ([p x q x ...])
References
This function is based on the "mult_logabsdet" 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]