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NFCP

NFCP.Parameters

Specify parameters of N-factor model

Description

'r lifecycle::badge("deprecated")'

This function was deprecated due to a change in the name of the function to adhere to the tidyverse style guide.

Usage

NFCP.Parameters(
  N.factors,
  GBM,
  Initial.State,
  S.Constant,
  N.contracts = NULL,
  verbose = TRUE
)

Examples

output <- NFCP.Parameters(N.factors = 2,
               GBM = TRUE,
               Initial.State = FALSE,
               S.Constant = FALSE,
               N.contracts = 5)

## ->

output <- NFCP_parameters(N_factors = 2,
               GBM = TRUE,
               initial_states = FALSE,
               N_ME = 5)
NFCP

N-Factor Commodity Pricing Through Term Structure Estimation

v1.0.1
GPL-3
Authors
Thomas Aspinall [aut, cre] (<https://orcid.org/0000-0002-6968-1989>), Adrian Gepp [aut] (<https://orcid.org/0000-0003-1666-5501>), Geoff Harris [aut] (<https://orcid.org/0000-0003-4284-8619>), Simone Kelly [aut] (<https://orcid.org/0000-0002-6528-8557>), Colette Southam [aut] (<https://orcid.org/0000-0001-7263-2347>), Bruce Vanstone [aut] (<https://orcid.org/0000-0002-3977-2468>)
Initial release

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