SecondOrderMixedDiffVal: Second-order bivariate differentiation calculation.

In vali2noisy/ev-trawl: Extreme Value Trawls

Description

Second-order bivariate differentiation calculation.

Usage

SecondOrderMixedDiffVal(value.c, value.x.p, value.x.m, value.y.p,
  value.y.m, value.xy.p, value.xy.m, epsilon)

Arguments

value.c	function value at (x,y).
value.x.p	function value at (x+epsilonx,y).
value.x.m	function value at (x-epsilon,y).
value.y.p	function value at (x,y+epsilon).
value.y.m	function value at (x,y-epsilon).
value.xy.p	function value at (x+epsilon,y+epsilon).
value.xy.m	function value at (x-epsilon,y-epsilon).
epsilon	offset value for both x and y.

Value

(value.p -2*value.c + value.m) / (2*epsilon).

vali2noisy/ev-trawl documentation built on May 13, 2019, 4:09 a.m.