ajdmom.mdl_1fsvj.cov.dcov

ajdmom.mdl_1fsvj.cov.dcov(l1, l2, par, wrt)[source]

Partial derivative of covariance w.r.t. parameter wrt

Parameters:

  • l1 (int) – l1 in \(E[y_n^{l_1}y_{n+1}^{l_2}]\).

  • l2 (int) – l2 in \(E[y_n^{l_1}y_{n+1}^{l_2}]\).

  • par (dict) – parameters in dict.

  • wrt (str) – with respect to.

Returns:

scalar of the partial derivative.

Return type:

float