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)
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