ScoreContributions: Ox function to enable differentiation of vector-valued functions

Michael Creel ()
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Michael Creel: Universitat Autonoma de Barcelona

Statistical Software Components from Boston College Department of Economics

Abstract: This is a modification of Num1Derivative that allows the function to be vector valued, as with Gauss's gradp. The function returns n x 1, the parameter is p x 1, and the derivative is n x p. The matrix of derivatives is passed as the third argument, just as with Num1Derivative.

Language: Stata
Date: 1998-09-10
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http://fmwww.bc.edu/repec/bocode/s/ScoreContributions.ox program code (text/plain)

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