Grocer Function

NAME

hessian - finite symmetric difference Hessiann

CALLING SEQUENCE

[result]=hessian(func,pin[,arg1,...argn])

PARAMETERS

Input

Output

DESCRIPTION

Computes finite symmetric difference Hessianunc must take the form func(b,varargin) where:
  • b = parameter vector (k x 1)
  • varargin = arguments passed to the function
  • EXAMPLE

    chh='hessian(''filter0'',param,'''+func+''',y,x,F)'; vcovt=inv(evstr(chh))

    This example, taken from kalman provides the calculation of the variance-covariance matrix of the estimated parameters of a kalman filtering.

    AUTHOR

    Eric Dubois 2002