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Results tagged with gradient
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user 325970
Vector pointing in the direction where a function is growing fastest; its components are partial derivatives of this function. For questions about gradients in ecology, please use the [ecology] tag instead.
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How to compute the gradient for a GARCH with the package rugarch in R
However, to compute QMLE robust standard errors, I need the outer product of the gradient, and therefore, the gradient itself. … Can anyone help me computing the gradient for this object? Thanks …