R: Analytic D matrix of Processes

derivative_first_matrix {simts}

R Documentation

Analytic D matrix of Processes

This function computes each process to WV (haar) in a given model.

derivative_first_matrix(theta, desc, objdesc, tau)

`theta`	A `vec` containing the list of estimated parameters.
`desc`	A `vector<string>` containing a list of descriptors.
`objdesc`	A `field<vec>` containing a list of object descriptors.
`tau`	A `vec` containing the scales e.g. `2^{\tau}`

Function returns the matrix effectively known as "D"

A matrix with the process derivatives going down the column

James Joseph Balamuta (JJB)

[Package simts version 0.2.2 Index]