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simts (version 0.1.1)

derivative_first_matrix: Analytic D matrix of Processes

Description

This function computes each process to WV (haar) in a given model.

Usage

derivative_first_matrix(theta, desc, objdesc, tau)

Arguments

theta

A vec containing the list of estimated parameters.

desc

A vector<string> containing a list of descriptors.

objdesc

A field<vec> containing a list of object descriptors.

tau

A vec containing the scales e.g. \(2^{\tau}\)

Value

A matrix with the process derivatives going down the column

Details

Function returns the matrix effectively known as "D"