Not for calculation on numbers, just to derive the symbolic formulation with theta, x..
----- Original Message ----- From: "Spencer Graves" <[EMAIL PROTECTED]> To: "Feng Zhang" <[EMAIL PROTECTED]> Cc: <[EMAIL PROTECTED]> Sent: Thursday, March 27, 2003 6:08 PM Subject: Re: [R] A dead problem on deriving the derivative equation. > Do you want numbers? If yes, did you try programming KL(theta) as a > function, then computing > > D.KL <- (KL(theta+delta)-KL(delta))/delta > > for some suitably small delta? > > Spencer Graves > > Feng Zhang wrote: > > Hey, R-listers > > > > I was totally confused by a seemling simple first derivative > > function. > > Given the Kullback-Leibler divergence function between > > a true pdf function P(x,theta) and an approximation pdf > > function Q(theta)=q1(theta1)*q2(theta2)*...*qn(thetan), > > where theta=[theta1,theta2, ..., thetan]'. > > KL(Q||P) > > = \integration Q(theta)*log(P(x,theta)/Q(theta)) dtheta > > > > So how to derive the first derivative of KL with respect > > to theta1? > > > > Thanks for your helpful advices. > > > > Fred > > > > ______________________________________________ > > [EMAIL PROTECTED] mailing list > > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > > ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
