jacobianComplexCF.Rd
Numeric jacobian of the characteristic function (CF) as a function of
the parameter \(\theta\) evaluated at a specific (vector) point
t
and a given value \(\theta\).
jacobianComplexCF(t, theta, pm = 0)
vector of (real) numbers where the jacobian of the CF is evaluated; numeric.
vector of parameters of the stable law; vector of length 4.
parametrisation, an integer (0 or 1); default: pm = 0
(Nolan's ‘S0’ parametrisation).
The numerical derivation is obtained by a call to the function
jacobian
from package numDeriv. We have set up its
arguments by default and the user is not given the option to modify
them.
a matrix length(t)
\(\times \) 4 of complex numbers.