deriv_2nd_dr: Analytic second derivative matrix for drift process

View source: R/RcppExports.R

deriv_2nd_drR Documentation

Analytic second derivative matrix for drift process

Description

To ease a later calculation, we place the result into a matrix structure.

Usage

deriv_2nd_dr(tau)

Arguments

tau

A vec containing the scales e.g. 2^{\tau}

Value

A matrix with the first column containing the second partial derivative with respect to \omega.

Author(s)

James Joseph Balamuta (JJB)


simts documentation built on Aug. 31, 2023, 5:07 p.m.