pos2x function

Transform a positive number y to back to x by:

pos2x(y)

Arguments

• y: scalar

References

This function is based on the "pos2x" 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