inst/unitTests/runit.garchHessian.R

In fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
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#
# This library is distributed in the hope that it will be useful,
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# Copyrights (C)
# for this R-port: 
#   1999 - 2008, Diethelm Wuertz, Rmetrics Foundation, GPL
#   Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
#   info@rmetrics.org
#   www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
#   see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
# and other sources
#   see Rmetrics's copyright file


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# FUNCTION:               PARAMETER ESTIMATION:    
#  .garchRCDAHessian       Computes R coded CDA Hessian matrix
#  .garchFCDAHessian       Computes Fortran coded CDA Hessian matrix
#  .garchFFDAHessian       Computes Fortran coded FDA Hessian matrix
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