NumericalDifferentiation Methods

Methods

Gradient(FuncDoubleMatrix, Double, DoubleMatrix) Returns the gradient of the specified nonparametric function at the given argument.
GradientTFunctionParameter(FuncDoubleMatrix, TFunctionParameter, Double, DoubleMatrix, TFunctionParameter) Returns the gradient of the specified parametric function at the given argument.
Hessian(FuncDoubleMatrix, Double, DoubleMatrix) Returns the Hessian matrix of the specified nonparametric function at the given argument.
HessianTFunctionParameter(FuncDoubleMatrix, TFunctionParameter, Double, DoubleMatrix, TFunctionParameter) Returns the Hessian matrix of the specified parametric function at the given argument.

See Also