rstpm2 (version 1.2.2)

grad: gradient function (internal function)

Description

Numerical gradient for a function at a given value (internal).

Usage

grad(func, x, ...)

Arguments

func

Function taking a vector argument x (returns a vector of length>=1)

x

vector of arguments for where the gradient is wanted.

...

other arguments to the function

Value

• A vector if func(x) has length 1, otherwise a matrix with rows for x and columns for func(x).

Details

(func(x+delta,...)-func(x-delta,...))/(2 delta) where delta is the third root of the machine precision times pmax(1,abs(x)).

See Also

numDelta()