Returns the numerical partial derivative of y with respect to [wrt] any regressor for a point of interest. Finite difference method is used with NNS.reg estimates as f(x + h) and f(x - h) values.
dy.d_(x, y, wrt, eval.points = "obs", mixed = FALSE, messages = TRUE)Returns column-wise matrix of wrt regressors:
dy.d_(...)[, wrt]$First the 1st derivative
dy.d_(...)[, wrt]$Second the 2nd derivative
dy.d_(...)[, wrt]$Mixed the mixed derivative (for two independent variables only).
a numeric matrix or data frame.
a numeric vector with compatible dimensions to x.
integer; Selects the regressor to differentiate with respect to (vectorized).
numeric or options: ("obs", "apd", "mean", "median", "last"); Regressor points to be evaluated.
Numeric values must be in matrix or data.frame form to be evaluated for each regressor, otherwise, a vector of points will evaluate only at the wrt regressor. See examples for use cases.
Set to (eval.points = "obs") (default) to find the average partial derivative at every observation of the variable with respect to for specific tuples of given observations.
Set to (eval.points = "apd") to find the average partial derivative at every observation of the variable with respect to over the entire distribution of other regressors.
Set to (eval.points = "mean") to find the partial derivative at the mean of value of every variable.
Set to (eval.points = "median") to find the partial derivative at the median value of every variable.
Set to (eval.points = "last") to find the partial derivative at the last observation of every value (relevant for time-series data).
logical; FALSE (default) If mixed derivative is to be evaluated, set (mixed = TRUE).
logical; TRUE (default) Prints status messages.
Fred Viole, OVVO Financial Systems
Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" (ISBN: 1490523995)
Vinod, H. and Viole, F. (2020) "Comparing Old and New Partial Derivative Estimates from Nonlinear Nonparametric Regressions" tools:::Rd_expr_doi("10.2139/ssrn.3681104")