docopulae (version 0.3.2)

numDerivLogf: Build Derivative Function for Log f

Description

Builds a function that evaluates to the first/second derivative of log(f(y, theta, ...)) with respect to theta[[i]]/theta[[i]] and theta[[j]].

Usage

numDerivLogf(f, isLogf = FALSE, logZero = .Machine$double.xmin,
  logInf = .Machine$double.xmax/2, method = "Richardson",
  method.args = list())
numDeriv2Logf(f, isLogf = FALSE, logZero = .Machine$double.xmin,
  logInf = .Machine$double.xmax/2, method = "Richardson",
  method.args = list())

Arguments

f

function(y, theta, ...), where theta is a list of parameters. A joint probability density function.

isLogf

set to TRUE if f is already log(f).

logZero

the value log(f) should return if f evaluates to 0.

logInf

the value log(f) should return if f evaluates to Inf.

method

see numDeriv.

method.args

see numDeriv.

Value

• numDerivLogf returns function(y, theta, i, ...) which evaluates to the first derivative of log(f(y, theta, ...)) with respect to theta[[i]].

  numDeriv2Logf returns function(y, theta, i, j, ...) which evaluates to the second derivative of log(f(y, theta, ...)) with respect to theta[[i]] and theta[[j]].

Details

numDeriv produces NaNs if the log evaluates to (negative) Inf so you may want to specify logZero and logInf.

See Also

numDeriv, buildf, DerivLogf, fisherI

Examples

## see examples for param