tsHessian {fBasics}R Documentation

Two sided approximated Hessian

Description

Computes two sided (TS) approximated Hessian.

Usage

tsHessian(x, fun, ...)

Arguments

x

arugment to be passed to function

fun

function

...

additional paramters to be passed to function

Author(s)

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

[Package fBasics version 2160.81 Index]