Computes numerical derivatives of a vector-valued function.
Usage
num.deriv(coefficients, FUN, ...)
Arguments
coefficients
a vector containing the coordinates of the point where the
derivatives must be evaluated.
FUN
a vector-valued function accepting a vector argument of the same length.
...
additional arguments to FUN.
Details
The function is intended for numerical evaluation of the Hessian
of a function whose gradient is given by FUN.
Used by library SN to obtain the second derivative of
msn.dev.grad