| Umatch {gogarch} | R Documentation |
Matching of Orthogonal Matrices for Cayley transforms
Description
This function matches an orthogonal matrix to the importance of the columns of the matrix to which it should be matched.
Usage
Umatch(from, to)
Arguments
from |
Matrix: orthogonal |
to |
Matrix: orthogonal |
Value
mat |
Matched matrix. |
Author(s)
Bernhard Pfaff
References
Boswijk, H. Peter and van der Weide, Roy (2009), Method of Moments Estimation of GO-GARCH Models, Working Paper, University of Amsterdam, Tinbergen Institute and World Bank.
Liebeck, H. and Osborne, A. (1991), The Generation of All Rational Orthogonal Matrices, The American Mathematical Monthly, 98 (2) (Feb. 1991), 131 – 133.
See Also
[Package gogarch version 0.7-5 Index]