fd_central: Center difference for numeric vectors
In shill1729/FeynmanKacSolver: Feynman-Kac PDE solver for Ito diffusions and processes
Description
Usage
Arguments
Details
Value
Description
Center difference approximationt to first derivative for a numeric vector representing a function evaluated on a grid.
Usage
1
fd_central(y, h)
Arguments
y
numeric vector to differentiate
h
step-size
Details
Details are well known. At each point we take the next and previous, their difference and divided by the step-size.
Value
vector
shill1729/FeynmanKacSolver documentation built on May 19, 2020, 8:23 p.m.
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Description Usage Arguments Details Value
Description
Center difference approximationt to first derivative for a numeric vector representing a function evaluated on a grid.
Usage
1 | fd_central(y, h)
|
Arguments
y |
numeric vector to differentiate |
h |
step-size |
Details
Details are well known. At each point we take the next and previous, their difference and divided by the step-size.
Value
vector
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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