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fBasics (version 4041.97)

tsHessian: Two sided approximated Hessian

Description

Computes two sided (TS) approximated Hessian.

Usage

tsHessian(x, fun, ...)

Arguments

x

argument to be passed to fun.

fun

function.

...

additional parameters to be passed to fun.

Author

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