utils-hessian: Two sided approximated Hessian
In fBasics: Rmetrics - Markets and Basic Statistics
tsHessian R Documentation
Two sided approximated Hessian
Description
Computes two sided (TS) approximated Hessian.
Usage
tsHessian(x, fun, ...)
Arguments
x
argument to be passed to fun.
fun
function.
...
additional parameters to be passed to fun.
Author(s)
A function borrowed from Kevin Sheppard's Matlab garch toolbox as
implemented by Alexios Ghalanos in his rgarch package.
fBasics documentation built on Nov. 3, 2023, 5:10 p.m.
R Package Documentation
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| tsHessian | R Documentation |
Two sided approximated Hessian
Description
Computes two sided (TS) approximated Hessian.
Usage
tsHessian(x, fun, ...)
Arguments
x |
argument to be passed to |
fun |
function. |
... |
additional parameters to be passed to |
Author(s)
A function borrowed from Kevin Sheppard's Matlab garch toolbox as implemented by Alexios Ghalanos in his rgarch package.
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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