Nothing

```
#************************************************************************************************************
vec.garch.derivative <- function(dvar, B, h){ # the recursion for the derivative of h w.r.t. parameters
nobs <- dim(h)[1]
ndim <- dim(B)[1]
npar.h <- ndim*(2*ndim+1)
In <- diag(ndim)
Iw <- diag(npar.h) # matrix of ones with order equal to the number of param in cond. var.
s2 <- colMeans(dvar^2)
v <- cbind(rep(1,nobs), dvar^2, h)
vecIn <- as.vector(In)
BIw = B%x%Iw # multiplier for the second term in the loop
dhw <- matrix(0, ndim*npar.h, nobs) # use columnwise
dhw[,1] <- vecIn%x%c(1, rep(s2, 2))
for (i in 2:nobs){
dhw[,i] <- vecIn%x%v[(i-1),] + as.vector(BIw%*%dhw[,(i-1)])
}
t(dhw) # (nobs x ndim*npar.h) matrix
}
```

**Any scripts or data that you put into this service are public.**

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.