df__dx {MultiATSM} | R Documentation |
Computes numerical first order derivative of f(x)
Description
Computes numerical first order derivative of f(x)
Usage
df__dx(f, x)
Arguments
f |
function which contains vector (J x T) valued function handle |
x |
parameter values |
Value
transformed matrix (MN x JT)
References
This function is based on the "df__dx" 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 1.3.1 Index]