gmwm (version 2.0.0)

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 containing a list of descriptors.

objdesc

A field containing a list of object descriptors.

tau

A vec containing the scales e.g. 2^(1:J)

Value

A matrix with the process derivatives going down the column

Details

Function returns the matrix effectively known as "D"

Examples

mod = AR1(.4,1) + WN(.2) + DR(.005)
derivative_first_matrix(mod$theta, mod$desc, mod$obj.desc, 2^(1:9))