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Last data update: 2014.03.03

R: SNQ Profit function: Derivatives of the Hessian

snqProfitHessianDeriv

R Documentation

SNQ Profit function: Derivatives of the Hessian

Description

Returns the matrix of derivatives of the vector of linear independent values of the Hessian with respect to the vector of the linear independent coefficients.

Usage

 snqProfitHessianDeriv( prices, weights, nFix = 0, form = 0 )

Arguments

`prices`	vector of netput prices at which the derivatives should be calculated.
`weights`	vector of weights for normalizing prices.
`nFix`	number of (quasi-)fix inputs.
`form`	the functional form to be estimated (see `snqProfitEst`).

Author(s)

Arne Henningsen

Examples

   # just a stupid simple example
   snqProfitHessianDeriv( c(1,2,3),c(0.4,0.3,0.3) )

   # now with real data
   data( germanFarms, package = "micEcon" )
   germanFarms$qOutput   <- germanFarms$vOutput   / germanFarms$pOutput
   germanFarms$qVarInput <- -germanFarms$vVarInput / germanFarms$pVarInput
   germanFarms$qLabor    <- -germanFarms$qLabor
   germanFarms$time <- c( 0:19 )
   priceNames <- c( "pOutput", "pVarInput", "pLabor" )
   quantNames <- c( "qOutput", "qVarInput", "qLabor" )

   estResult <- snqProfitEst( priceNames, quantNames, c("land","time"), data=germanFarms )

   snqProfitHessianDeriv( estResult$pMean, estResult$weights, 2 )