Grocer Function

NAME

arma_dv - Computes the partial derivatives in a VARMA model

CALLING SEQUENCE

[F,dF,A,dA,V,dV,G,dG]=arma_dv(theta,theta2mat,di)

PARAMETERS

Input

Output

DESCRIPTION

Computes the partial derivatives of the matrices in reduced form of a VARMAX model with respect to i-th parameter of the theta vector.

EXAMPLE

[F,dF,A,dA,V,dV,G,dG] = arma_dv(theta,theta2mat,di);

Examples taken from function fr_dv(); this is an intermedaite in the calculation of the derivative of the information matrix with respect to the parameters (see function imod())

AUTHOR

Jaime Terceiro, 1997/ Eric Dubois 2003