It is very interesting,
But this is a somewhat different
question. For gradient and
hessian hansl support is not
needed: all functions are
inside c code: gretl input
are real function
c output is real number
matrix. The question is
the speed.
The script attached
illustrates the preciseness
It does not use {numDeriv}
only R shared library
But it is too slow to
be practical
The Hessian uses the
simplest finite difference
formula
Oleh
5 жовтня 2017, 08:59:28, від "Riccardo (Jack) Lucchetti"
<r.lucchetti(a)univpm.it>:
 On Wed, 4 Oct 2017, > oleg_komashko(a)ukr.net wrote:
 
 > To make it fully functional
 > it is sufficient to find a c code
 > for normal cdf for complex
 > argument and basic matrix
 > operations for complex arguments.
 
 I'm working on a function package which, among other things, will include 
 support for complex matrices. If you want, I can send you a pre-release 
 version.
 
 -------------------------------------------------------
    Riccardo (Jack) Lucchetti
    Dipartimento di Scienze Economiche e Sociali (DiSES)
 
    Università Politecnica delle Marche
    (formerly known as Università di Ancona)
 
    r.lucchetti@univpm.ithttp://www2.econ.univpm.it/servizi/hpp/lucchetti
 -------------------------------------------------------
 _______________________________________________
 Gretl-devel mailing list
 Gretl-devel@lists.wfu.eduhttp://lists.wfu.edu/mailman/listinfo/gretl-devel