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# numerical gradient of the full log-likelihood of the (E)DCC-GARCH model.
grad.dcc.full <- function(a, A, B, dcc.para, dvar, d=1e-5, model){
if(model=="diagonal"){
param <- c(a, diag(A), diag(B), dcc.para)
} else {
param <- c(a, as.vector(A), as.vector(B), dcc.para)
}
nobs <- dim(dvar)[1]
ndim <- dim(dvar)[2]
npara <- length(param)
Id <- d*diag(npara)
param.d <- matrix(param, npara, npara)+Id
lf <- loglik.dcc(param, dvar, model)
lf.d <- matrix(0, nobs, npara)
for(i in 1:npara){
lf.d[,i] <- loglik.dcc(param.d[,i], dvar, model)
}
(lf.d - lf)/d
}
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