mult_inv_small {MultiATSM} | R Documentation |
Inverse the (m,m,T) array of matrices for m<=4
Description
Inverse the (m,m,T) array of matrices for m<=4
Usage
mult_inv_small(A)
Arguments
A |
multi-dimensional array |
Details
equivalent to the following for loop:
for (i in 1:T){ y[ , ,i] = inv(A[,,i]) }
Value
dd vector of determinants (Tx1)
References
This function is based on the "mult_inv_small" 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]