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SAS IML NLPNRA rountine

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Contributor
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SAS IML NLPNRA rountine

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?

SAS Super FREQ
Posts: 3,233

Re: SAS IML NLPNRA rountine

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/

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