adjust_delta: Adjust delta for numerical differentiation
In MultiATSM: Multicountry Term Structure of Interest Rates Models
adjust_delta R Documentation
Adjust delta for numerical differentiation
Description
Adjust delta for numerical differentiation
Usage
adjust_delta(f, x, delta, i, fx0, direction)
Arguments
f
function which contains vector (J x T) valued function handle
x
parameter values
delta
initial delta value
i
index of the parameter being adjusted
fx0
initial function value
direction
direction of adjustment (1 for positive, -1 for negative)
Value
adjusted delta value
MultiATSM documentation built on April 4, 2025, 1:40 a.m.
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| adjust_delta | R Documentation |
Adjust delta for numerical differentiation
Description
Adjust delta for numerical differentiation
Usage
adjust_delta(f, x, delta, i, fx0, direction)
Arguments
f |
function which contains vector (J x T) valued function handle |
x |
parameter values |
delta |
initial delta value |
i |
index of the parameter being adjusted |
fx0 |
initial function value |
direction |
direction of adjustment (1 for positive, -1 for negative) |
Value
adjusted delta value
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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