Numerical differentiation for function including vector
I have implemented a numerical differentiation with central differences. I differentiate the function with respect to a. This ap...
6 meses ago | 2 answers | 0
Highly Memory-Efficient Recursion
Let us assume we observe data over a 6-month horizon on a monthly basis (k = 6). Let us also assume the following recursive stru...
10 meses ago | 1 answer | 1
Multiple Parameters in fmincon
I have a fairly simple model that looks as follows: , where is a constant, and and are p x 1 vectors. I have given data for...
11 meses ago | 1 answer | 1