tsHessian

Computes two sided (TS) approximated Hessian.

Provides a collection of functions to
explore and to investigate basic properties of financial returns
and related quantities.
The covered fields include techniques of explorative data analysis
and the investigation of distributional properties, including
parameter estimation and hypothesis testing. Even more there are
several utility functions for data handling and management.

Georgi Boshnakov

fBasics

Rmetrics - Markets and Basic Statistics

Diethelm Wuertz

Tobias Setz

Yohan Chalabi

Martin Maechler

CRAN Team 

tsHessian function

<dl>
 <dt>x</dt>
<dd>argument to be passed to <code>fun</code>.</dd> <dt>fun</dt>
<dd>function.</dd> <dt>...</dt>
<dd>additional parameters to be passed to <code>fun</code>.</dd>
 </dl>

Arguments

A function borrowed from Kevin Sheppard's Matlab garch toolbox
 as implemented by Alexios Ghalanos in his rgarch package

Author

Two sided approximated Hessian — tsHessian

<dl>


 <dt>x</dt>
<dd>argument to be passed to <code>fun</code>.</dd>

 <dt>fun</dt>
<dd>function.</dd>

 <dt>...</dt>
<dd>additional parameters to be passed to <code>fun</code>.</dd>


 </dl>

tsHessian: Two sided approximated Hessian

Description

Usage

Arguments

Author