num_deriv: Obtain the numerical derivative by central difference
In edsandorf/cmdlR: Choice Modeling in R
num_deriv R Documentation
Obtain the numerical derivative by central difference
Description
The function calculates the numerical derivate of an objective function using
central difference. It is a relatively quick way to obtain the score
contribution of each observation when the optimizer requires a single value.
Usage
num_deriv(param, log_lik, N, eps)
Arguments
param
A vector of parameters
log_lik
The log-likelihood function
N
The number of observations, e.g. individuals
eps
The precision level
Value
A matrix with rows equal to N and columns equal to the number of
parameters
edsandorf/cmdlR documentation built on Jan. 17, 2024, 12:33 a.m.
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| num_deriv | R Documentation |
Obtain the numerical derivative by central difference
Description
The function calculates the numerical derivate of an objective function using central difference. It is a relatively quick way to obtain the score contribution of each observation when the optimizer requires a single value.
Usage
num_deriv(param, log_lik, N, eps)
Arguments
param |
A vector of parameters |
log_lik |
The log-likelihood function |
N |
The number of observations, e.g. individuals |
eps |
The precision level |
Value
A matrix with rows equal to N and columns equal to the number of parameters
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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