Analytic D matrix Random Walk (RW) Process
Obtain the first derivative of the Random Walk (RW) process.
deriv_rw(tau)
tau |
A |
A matrix with the first column containing
the partial derivative with respect to gamma^2.
Taking the derivative with respect to gamma^2 yields:
d/dgamma2 nu[j]^2 (gamma2) = (tau[j]^2 + 2)/(12*tau[j])
James Joseph Balamuta (JJB)
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