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## Copyright (C) 2003, 2004 Michael Creel <michael.creel@uab.es>
##
## This program is free software; you can redistribute it and/or modify it under
## the terms of the GNU General Public License as published by the Free Software
## Foundation; either version 3 of the License, or (at your option) any later
## version.
##
## This program is distributed in the hope that it will be useful, but WITHOUT
## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
## details.
##
## You should have received a copy of the GNU General Public License along with
## this program; if not, see <http://www.gnu.org/licenses/>.
## Computes Delta method mean and covariance of a nonlinear
## transformation defined by "func"
function [theta_transf, var_transf] = delta_method(func, theta, otherargs, vartheta)
theta_transf = feval(func, theta, otherargs);
D = numgradient(func, {theta, otherargs});
var_transf = D * vartheta * D';
endfunction