View source: R/snqProfitHessianDeriv.R
snqProfitHessianDeriv | R Documentation |
Returns the matrix of derivatives of the vector of linear independent values of the Hessian with respect to the vector of the linear independent coefficients.
snqProfitHessianDeriv( prices, weights, nFix = 0, form = 0 )
prices |
vector of netput prices at which the derivatives should be calculated. |
weights |
vector of weights for normalizing prices. |
nFix |
number of (quasi-)fix inputs. |
form |
the functional form to be estimated (see
|
Arne Henningsen
snqProfitHessian
.
# just a stupid simple example snqProfitHessianDeriv( c(1,2,3),c(0.4,0.3,0.3) ) # now with real data if( requireNamespace( 'micEcon', quietly = TRUE ) ) { data( germanFarms, package = "micEcon" ) germanFarms$qOutput <- germanFarms$vOutput / germanFarms$pOutput germanFarms$qVarInput <- -germanFarms$vVarInput / germanFarms$pVarInput germanFarms$qLabor <- -germanFarms$qLabor germanFarms$time <- c( 0:19 ) priceNames <- c( "pOutput", "pVarInput", "pLabor" ) quantNames <- c( "qOutput", "qVarInput", "qLabor" ) estResult <- snqProfitEst( priceNames, quantNames, c("land","time"), data=germanFarms ) snqProfitHessianDeriv( estResult$pMean, estResult$weights, 2 ) }
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.