| numericDeriv {stats} | R Documentation |
numericDeriv numerically evaluates the gradient of an expression.
numericDeriv(expr, theta, rho = parent.frame(), dir = 1.0)
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 |
rho |
An environment containing all the variables needed to
evaluate |
dir |
A numeric vector of directions to use for the finite differences. |
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.
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.
Saikat DebRoy saikat@stat.wisc.edu
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)