SAS IML NLPNRA rountine

[Hanyu]

When using Newton Raphson algo, we better provide first derivative to the routine. However, I can only provide some of the analytical formula for the derivatives and I want to approximate other derivatives by finite difference. Is this possible for NLPNRA routine?

[Rick_SAS]

Provide the analytical formulas that you have, and call the NLPFDD function to get the others.

See http://blogs.sas.com/content/iml/2011/10/14/hints-for-derivatives/