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