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]