tsHessian {fBasics}

Two sided approximated Hessian

Description

Computes two sided (TS) approximated Hessian.

Usage

tsHessian(x, fun, ...)

Arguments

x

argument to be passed to fun.

fun

function.

...

additional parameters to be passed to fun.

Author(s)

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