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central_diff

copula_core::numerical

Function central_diff 

Source 
pub fn central_diff<F>(f: F, x: f64, h: f64) -> f64
where
    F: Fn(f64) -> f64,
Expand description

Numerical derivative using central difference (more accurate).

§Arguments

  • f - The function to differentiate
  • x - Point at which to compute the derivative
  • h - Step size (default: 1e-5)

§Returns

Approximate value of f’(x)