Statistical Applications of the Complex-Step Method of Numerical Differentiation.
The complex-step method of numerical differentiation is described. This procedure is used to derive a numerical approximation to the first derivative of a function while avoiding the round-off error that characterizes standard finite difference approximations. An extension of the method allows for...
| Publicado en: | American Statistician Vol. 63; no. 1; pp. 66 - 75 |
|---|---|
| Autor principal: | |
| Formato: | Artículo |
| Publicado: |
American Statistical Association
February 2009
|
| Acceso en línea: | Ver este registro en EBSCOhost |