df__dx: Computes numerical first order derivative of f(x)
In MultiATSM: Multicountry Term Structure of Interest Rates Models
df__dx 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
MultiATSM documentation built on April 4, 2025, 1:40 a.m.
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| df__dx | 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
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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