adjust_delta function

Adjust delta for numerical differentiation

adjust_delta(f, x, delta, i, fx0, direction)

Arguments

• f: function which contains vector (J x T) valued function handle
• x: parameter values
• delta: initial delta value
• i: index of the parameter being adjusted
• fx0: initial function value
• direction: direction of adjustment (1 for positive, -1 for negative)

Returns

adjusted delta value