ajdmom.mdl_2fsvj.cov.dcov

ajdmom.mdl_2fsvj.cov.dcov(l1, l2, par, wrt)

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

Parameters:

• l1 (int) – l1 in \(cov(y_n^{l_1},y_{n+1}^{l_2})\).

• l2 (int) – l2 in \(cov(y_n^{l_1},y_{n+1}^{l_2})\).

• par (dict) – parameters in dict.

• wrt (str) – with respect to.

Returns:

scalar of the partial derivative.

Return type:

float