R: Analytic second derivative matrix for drift process

deriv_2nd_dr {simts}

R Documentation

Analytic second derivative matrix for drift process

To ease a later calculation, we place the result into a matrix structure.

deriv_2nd_dr(tau)

tau

A vec containing the scales e.g. 2^{\tau}

A matrix with the first column containing the second partial derivative with respect to \omega.

James Joseph Balamuta (JJB)

[Package simts version 0.2.2 Index]