d2tanh.m

Nonlinear dynamical factor analysis Matlab package

function [y, d1, d2] = d2tanh(a, y)
% DTANH  Calculate the value and first two derivatives of 'tanh'

% Copyright (C) 1999-2004 Antti Honkela, Harri Valpola,
% and Xavier Giannakopoulos.
%
% This package comes with ABSOLUTELY NO WARRANTY; for details
% see License.txt in the program package.  This is free software,
% and you are welcome to redistribute it under certain conditions;
% see License.txt for details.

if nargin < 2,
  y = tanh(a);
end

d1 = 1 - (y .^ 2);
d2 = -2 * y .* d1;