Verifies the analytic derivative of the conditional mean against
finite difference approximation.
Usage
verify_derivative(J, alpha, eps = 1e-06, tol = 1e-05, verbose = TRUE)
Arguments
- J
Sample size (integer >= 1).
- alpha
Concentration parameter (positive scalar).
- eps
Finite difference step size (default: 1e-6).
- tol
Tolerance for comparison (default: 1e-5).
- verbose
Logical; if TRUE, print results.
Value
Logical; TRUE if derivative matches finite difference.
Examples
verify_derivative(50, 2.0)
#> Derivative verification (J=50, alpha=2.00):
#> Analytic: 2.2677787792
#> Finite diff: 2.2677787790
#> Error: 2.13e-10 [PASS]
