Hello,
In R, when the gradient function is not provided a finite difference
approximation is made. I am trying to replicate it with GSL but
unfortunately I am not able to completely follow the internal code in
'optim.c'. I wonder if somebody could share some finite difference
approximation code for:
void (* df) (const gsl_vector * x, void * params, gsl_vector * g)
void (* fdf) (const gsl_vector * x, void * params, double * f,
gsl_vector * g)Many thanks.
