numdiff_stepsize: Numerical Differentiation Step-size

Description Usage Arguments References

View source: R/marfx.R

Description

Step-size for one-sided numerical differentiation to

h = max(|x|, 1)sqrt(epsilon)

where epsilon is machien precision.

Usage

1

Arguments

x

The value of x at which the derivative is being evaluated.

References

Miranda, Mario J. and Paul L. Fackler. 2002. Applied Computational Economics and Finance. p. 103.


jrnold/marfx documentation built on May 20, 2019, 1:03 a.m.