Beispiel #1
0
    def gradient_momcond(self, params, epsilon=1e-4, method='centered'):

        momcond = self.momcond_mean
        if method == 'centered':
            gradmoms = (approx_fprime1(params, momcond, epsilon=epsilon) +
                    approx_fprime1(params, momcond, epsilon=-epsilon))/2
        else:
            gradmoms = approx_fprime1(params, momcond, epsilon=epsilon)

        return gradmoms
Beispiel #2
0
    def grad(self, params=None, **kwds):
        if params is None:
            params = self.params
        kwds.setdefault("epsilon", 1e-4)
        from gwstatsmodels.sandbox.regression.numdiff import approx_fprime1

        return approx_fprime1(params, self.fun, **kwds)