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Nonlocal Sensitivity Analysis with Automatic Differentiation

Tesfatsion, Leigh - Department of Economics, Iowa State University - 2001

analysis is implemented by means a Fortran program "Nasa" (Nonlocal Automated Sensitivity Analysis). The Nasa program …

Persistent link: https://www.econbiz.de/10004979922

Automatic Evaluation of Higher-Order Partial Derivatives for Nonlocal Sensitivity Analysis

Tesfatsion, Leigh - Department of Economics, Iowa State University - 1991

This proceedings paper surveys work on the FEED (Fast Efficient Evaluation of Derivatives) algorithm originally developed by Kalaba, Tesfatsion, and Wang (1983), with particular reference to the use of FEED for the implementation of nonlocal automated sensitivity techniques; see the articles...

Persistent link: https://www.econbiz.de/10004979930