MultiATSM (version 1.2.0)

mult_inv_large: 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_inv_large(M)

Value

n_D array (m x m x [p x q x ...]), with same size as M

Arguments

M

multi-dimension array

Details

Inverse every 2D slice (the first two dimensions of M) for multi-dimension array M. M[,,p,q,...] * X[,,p,q,...] <- repmat(diag(m),[1,1,p,q,...])

References

This function is based on the "mult_inv_large" 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