curvature.TSestModel {curve} | R Documentation |
Calculate curvature for a TSestModel.
## S3 method for class 'TSestModel' curvature(func, x=coef(func), method="Richardson", method.args=list(d=0.01, eps=1e-4, r=6, v=2), compiled=TRUE, warn=TRUE, Shape=TSmodel(func), data=TSdata(func), ...)
func |
a TSestModel object which is used as a function mapping coefficients (parameters) to residuals. |
x |
parameter vector first argument to function func indicating the point with respect to which the derivative is calculated. |
method |
string indicating the numerical approximation method. |
method.args |
list with arguments to |
warn |
logical. see |
compiled |
logical, set FALSE to use curvature.default (for debugging). |
Shape |
a TSmodel in which the parameters should be used. |
data |
TSdata to use in teh evaluation. |
... |
additional arguments passed to |
See the generic version of the function.
curvature
genD
grad
effectiveCurvature
require("dse") data("eg1.DSE.data.diff", package="dse") model <- estVARXls(TSdata( output=outputData(eg1.DSE.data.diff, series=1:2)), max.lag=2) require("numDeriv") curvature(genD(model))