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deriv_2nd_dr

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)

simts

Time Series Analysis Tools

v0.1.1
AGPL-3 | file LICENSE
Authors
Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]
Initial release
2019-07-21

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