hessian approximation in garchFit
Yohan Chalabi
chalabi at phys.ethz.ch
Tue Feb 19 20:55:07 CET 2008
Please note the new argument names for hessian in dev-version of
fGarch.
We dropped the forward difference approximation due to its bad results
and we will see if we have time to fix it in the future.
The default approximation is now hessian="fca" which is a central
difference approximation implemented in fortran. Please see man page
for more details.
regards,
Yohan
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