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)

Examples

deriv_2nd_dr(2^(1:5))

schoi355/gmwm documentation built on April 11, 2022, 1:21 a.m.