numericDeriv
Evaluate Derivatives Numerically
numericDeriv numerically evaluates the gradient of an expression.
- Keywords
- models
Usage
numericDeriv(expr, theta, rho = parent.frame(), dir = 1.0)Arguments
- expr
- The expression to be differentiated. The value of this expression should be a numeric vector.
- theta
- A character vector of names of numeric variables
used in
expr. - rho
- An environment containing all the variables needed to
evaluate
expr. - dir
- A numeric vector of directions to use for the finite differences.
Details
This is a front end to the C function numeric_deriv, which is
described in Writing R Extensions.
The numeric variables must be of type real and not integer.
Value
-
The value of
eval(expr, envir = rho) plus a matrix
attribute called gradient. The columns of this matrix are
the derivatives of the value with respect to the variables listed in
theta.
Examples
library(stats)
myenv <- new.env()
assign("mean", 0., envir = myenv)
assign("sd", 1., envir = myenv)
assign("x", seq(-3., 3., len = 31), envir = myenv)
numericDeriv(quote(pnorm(x, mean, sd)), c("mean", "sd"), myenv)
Community examples
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