mult__prod {MultiATSM} | R Documentation |
Efficient computation of matrix product for arrays
Description
Efficient computation of matrix product for arrays
Usage
mult__prod(a, b, c)
Arguments
a |
array |
b |
array |
c |
array |
Details
#' Efficiently computes matrix product for arrays a and b and c: d[,,i] = a[,,i] b[,,i] c[,,i]. (efficiently = without using an inefficient loop)
References
This function is modified version of the "mult__prod" 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]