deriv_2nd_dr: Analytic second derivative matrix for drift process
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments
deriv_2nd_dr R 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)
Examples
deriv_2nd_dr(2^(1:5))
SMAC-Group/gmwm documentation built on June 10, 2025, 6:10 a.m.
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| deriv_2nd_dr | R 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 |
Value
A matrix with the first column containing
the second partial derivative with respect to \omega.
Author(s)
James Joseph Balamuta (JJB)
Examples
deriv_2nd_dr(2^(1:5))
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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