_NumJac

Description

_NumJac computes the Jacobian of the model (the derivatives of the fitted values with respect to each parameter) by central differences, for NLS and _LMFit.

Used by: NLS

Source Code

_NumJac = LAMBDA(
    fw, // LAMBDA(p): n x 1 column of (weighted) fitted values
    p, // parameters as a column
    [delta], // relative step (default 1E-5)
    LET(
        delta, IF(ISOMITTED(delta), 10 ^ -5, delta),
        k, ROWS(p),
        h, delta * IF(p = 0, 1, ABS(p)),
        cols, REDUCE(
            0,
            SEQUENCE(k),
            LAMBDA(acc, j,
                LET(
                    e, h * (SEQUENCE(k) = j),
                    HSTACK(acc, (fw(p + e) - fw(p - e)) / (2 * INDEX(h, j)))
                )
            )
        ),
        DROP(cols, , 1)
    )
);

_Bisect _LMFit