Numerical Derivatives - NLS

Hi, I wondered how in Gauss numerical derivatives are calculated for example in the context of nonlinear least-squares (NLS) regressions using for example the Newton-Raphson algorithm. Thanks!

5 Answers

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The numerical derivatives in GAUSS are computed using the finite-difference method with the option for central, forward or backward differencing. Some of the packages have limited support for complex derivatives as well.

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That is what many program languages do. But, where I can get a math representation of the method (the formula) that is implemented in Gauss (for NLS) with the default delta. In some programs delta = 4e-7. Is that the same in Gauss. Can the user change it up or down or it is fixed?

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I don't think it is designed to be configurable, but it is really simple to change. Let me know what function you are calling to compute the nonlinear least-squares estimates and we can show you how to control it.

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The model is an exponential conditional mean (ECM) model (i.e., exp(x_i'b))

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I'm not asking about the details of the function you created to compute the nonlinear equations. I need to know the function that you are passing this function to. For example, are you using eqSolvemt?


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