R: gradient function (internal function)

grad {rstpm2}

R Documentation

gradient function (internal function)

Numerical gradient for a function at a given value (internal).

grad(func, x, ...)

`func`	Function taking a vector argument x (returns a vector of length>=1)
`x`	vector of arguments for where the gradient is wanted.
`...`	other arguments to the function

(func(x+delta,...)-func(x-delta,...))/(2 delta) where delta is the third root of the machine precision times pmax(1,abs(x)).

A vector if func(x) has length 1, otherwise a matrix with rows for x and columns for func(x).

Mark Clements.