Navigation

Operators and Keywords

Function List:

C++ API

 function jac = dfpdp (p, func[, hook])

 Returns Jacobian of func (p) with respect to p with finite
 differencing. The optional argument hook is a structure which can
 contain the following fields at the moment:

 hook.f: value of func(p) for p as given in the arguments

 hook.diffp: positive vector of fractional steps from given p in
 finite differencing (actual steps may be smaller if bounds are
 given). The default is .001 * ones (size (p)).

 hook.diff_onesided: logical vector, indexing elements of p for
 which only one-sided differences should be computed (faster); even
 if not one-sided, differences might not be exactly central if
 bounds are given. The default is false (size (p)).

 hook.fixed: logical vector, indexing elements of p for which zero
 should be returned instead of the guessed partial derivatives
 (useful in optimization if some parameters are not optimized, but
 are 'fixed').

 hook.lbound, hook.ubound: vectors of lower and upper parameter
 bounds (or -Inf or +Inf, respectively) to be respected in finite
 differencing. The consistency of bounds is not checked.

Package: optim