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

In thiyangt/fformpp: Feature-based FORecast Model Performance Prediction

A collection of gradient and Hessian for the log form of common densities.

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	default norm
grad	"logical" Should the gradient be computed?
Hess	"logical" Should the Hessian be computed?

Value

"list". The gradient and Hessian (if required) matrices

Note

First version: Tue Mar 30 09:33:23 CEST 2010; Current: Fri Mar 02 17:01:20 CET 2012.

Author(s)

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

thiyangt/fformpp documentation built on Jan. 5, 2024, 5:44 a.m.