语句如下:
H = hessian(f,x,varargin);
% PURPOSE: Computes finite difference Hessian
% -------------------------------------------------------
% Usage: H = hessian(func,x,varargin)
% Where: func = function name, fval = func(x,varargin)
% x = vector of parameters (n x 1)
% varargin = optional arguments passed to the function
% -------------------------------------------------------
% RETURNS:
% H = finite differnce hessian
% -------------------------------------------------------
% Code from:
% COMPECON toolbox [www4.ncsu.edu/~pfackler]
% documentation modified to fit the format of the Ecoometrics Toolbox
% by James P. LeSage, Dept of Economics
% University of Toledo
% 2801 W. Bancroft St,
% Toledo, OH 43606
%
jlesage@spatial-econometrics.com
eps = 1e-6;
n = size(x,1);
fx = feval(f,x,varargin{:});
% Compute the stepsize (h)
h = eps.^(1/3)*max(abs(x),1e-2);
xh = x+h;
h = xh-x;
ee = sparse(1:n,1:n,h,n,n);
% Compute forward step
g = zeros(n,1);
for i=1:n
g(i) = feval(f,x+ee(:,i),varargin{:});
end
H=h*h';
% Compute "double" forward step
for i=1:n
for j=i:n
H(i,j) = (feval(f,x+ee(:,i)+ee(:,j),varargin{:})-g(i)-g(j)+fx)/H(i,j);
H(j,i) = H(i,j);
end
end
错误:Undefined function or variable 'f'。小弟是新手,急求!!!