mvp (version 1.0-14)

deriv: Differentiation of mvp objects

Description

Differentiation of mvp objects

Usage

# S3 method for mvp
deriv(expr, v, ...)
# S3 method for mvp
aderiv(expr, ...)

Arguments

expr

Object of class mvp

v

Character vector. Elements denote variables to differentiate with respect to

...

Further arguments, ignored in deriv() but specifies the differentials in aderiv()

Author

Robin K. S. Hankin

Details

Function deriv(S,v) returns \(\frac{\partial^r S}{\partial v_1\partial v_2\ldots\partial v_r}\).

Function aderiv() uses the ellipsis construction with the names of the argument being the variable to be differentiated with respect to. Thus aderiv(S,x=1,y=2) returns \(\frac{\partial^3 S}{\partial x\partial y^2}\).

See Also

taylor

Examples

Run this code
p <- rmvp(10,9,9,letters[1:4])
p
deriv(p,letters[1:3])
deriv(p,rev(letters[1:3]))  # should be the same

aderiv(p,a=1,b=2,c=1)

## verify the chain rule:
x <- rmvp(7,symbols=6)
v <- allvars(x)[1]
s <- as.mvp("1  +  y  -  y^2 zz  +  y^3 z^2")
LHS <- subsmvp(deriv(x,v)*deriv(s,"y"),v,s)   # dx/ds*ds/dy
RHS <- deriv(subsmvp(x,v,s),"y")              # dx/dy

LHS - RHS # should be zero

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