numericDeriv {stats}R Documentation

Evaluate derivatives numerically

Description

numericDeriv numerically evaluates the gradient of an expression.

Usage

numericDeriv(expr, theta, rho = parent.frame())

Arguments

expr The expression to be differentiated. The value of this expression should be a numeric vector.
theta A character vector of names of variables used in expr
rho An environment containing all the variables needed to evaluate expr

Details

This is a front end to the C function numeric_deriv, which is described in Writing R Extensions.

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.

Author(s)

Saikat DebRoy saikat@stat.wisc.edu

Examples

myenv <- new.env()
assign("mean", 0., env = myenv)
assign("sd", 1., env = myenv)
assign("x", seq(-3., 3., len = 31), env = myenv)
numericDeriv(quote(pnorm(x, mean, sd)), c("mean", "sd"), myenv)

[Package stats version 2.1.0 Index]