jacobian_arma {simts} | R Documentation |
Calculates the Jacobian for the ARMA process
Description
Take the numerical derivative for the first derivative of an ARMA using the 2 point rule.
Usage
jacobian_arma(theta, p, q, tau)
Arguments
theta |
A |
p |
A |
q |
A |
tau |
A |
Value
A mat
that returns the first numerical derivative of the ARMA process.
Author(s)
James Joseph Balamuta (JJB)
[Package simts version 0.2.2 Index]