Diff of /inst/delta_method.m [000000] .. [afe5a1]  Maximize  Restore

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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 2 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, write to the Free Software
+# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
+
+# 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

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