Grocer Function

NAME

numz0 - numerical derivative

CALLING SEQUENCE

[g]=numz0(namefunc,param,k,g,delta,varargin)

PARAMETERS

Input

Output

DESCRIPTION

Calculate a numerical derivative of function namefunc at point param.

EXAMPLE

1) eqn=numz0('ssr',ols0(y,x),size(x,2),ones(size(x,2)),1E-5,y,x)
2)chg='numz0('''+func+''',xarg,k,ik,infoz(''delta''), varargin(:))';execstr(chg)

The first example provides the value of the normal equations evaluated at the ols estimator: the results should be approximately (since numz0 calculates a numerical derivative) 0. Example 2, taken from maxlik, provides a numerical derivative of function func, at value xarg, of dimension (k x 1), with an increment taken from infoz.

AUTHOR

Eric Dubois 2002