jacobian_arma {simts} | R Documentation |
Take the numerical derivative for the first derivative of an ARMA using the 2 point rule.
jacobian_arma(theta, p, q, tau)
theta |
A |
p |
A |
q |
A |
tau |
A |
A mat
that returns the first numerical derivative of the ARMA process.
James Joseph Balamuta (JJB)