DensGradHess: A collection of gradient and Hessian for the log form of...

In feng-li/flutils: Feng Li's utility functions

Description

The parameters after "..." should be matched exactly.

Usage

DensGradHess(B, ..., type = "norm", grad = TRUE, Hess = TRUE)

Arguments

B	"matrix". The paramter that need to be added with a prior. The gradient and hessian are calculated conditional on B. B should be always an one-column matrix
...	The arguments for the densities. The name should be matched exactly.
type	density type
grad	"logical" Should the gradient be computed?
Hess	"logical" Should the Hessian be computed?

Value

"list". The gradient and Hessian (if required) matrices, see below. grad is an one-column matrix; Hess is a squared matrix whose dimension on row and column are same as length of B

Author(s)

Feng Li, Department of Statistics, Stockholm University, Sweden.

feng-li/flutils documentation built on Oct. 1, 2020, 9:09 p.m.