header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1516 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
parent
b3bdbb0f22
commit
1c5f5f2b69
|
@ -1,6 +1,24 @@
|
|||
% Copyright (C) 2001 Michel Juillard
|
||||
%% computes second order partial derivatives
|
||||
% uses Abramowitz and Stegun (1965) formulas 25.3.24 and 25.3.27 p. 884
|
||||
% function hessian_mat = hessian(func,x,varargin)
|
||||
% Computes second order partial derivatives
|
||||
%
|
||||
% INPUTS
|
||||
% func: name of the function
|
||||
% x: vector of variables around which the Hessian is calculated
|
||||
% varargin: list of arguments following x
|
||||
%
|
||||
% OUTPUTS
|
||||
% hessian_matrix: Hessian matrix
|
||||
%
|
||||
% ALGORITHM
|
||||
% Uses Abramowitz and Stegun (1965) formulas 25.3.24 and 25.3.27 p. 884
|
||||
%
|
||||
% SPECIAL REQUIREMENTS
|
||||
% none
|
||||
%
|
||||
%
|
||||
% part of DYNARE, copyright Dynare Team (2001-2007)
|
||||
% Gnu Public License.
|
||||
|
||||
|
||||
function hessian_mat = hessian(func,x,varargin)
|
||||
global options_
|
||||
|
|
Loading…
Reference in New Issue