fBasics: utils-hessian – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

utils-hessian

Two sided approximated Hessian

Computes two sided (TS) approximated Hessian.

tsHessian(x, fun, ...)

`x`	arugment to be passed to function
`fun`	function
`...`	additional paramters to be passed to function

A function borrowed from Kevin Sheppard's Matlab garch toolbox as implemented by Alexios Ghalanos in his rgarch package

Rmetrics - Markets and Basic Statistics

v3042.89.1

GPL (>= 2)

Authors

Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb] Martin Maechler [ctb]

Initial release

2017-11-12