Ah, yes. I see your point. Apologies to all for the misinformation.
--Gray
On 12 Mar 2006 19:31:18 +0100, Peter Dalgaard <[EMAIL PROTECTED]> wrote:
> "Gray Calhoun" <[EMAIL PROTECTED]> writes:
>
> > Tolga,
> >
> > Look at numericDeriv.
> >
> > > arbfun <- function(x) x^2
> > > x <- 3
> > > numericDeriv(quote(arbfun(x)), "x")
> > [1] 9
> > attr(,"gradient")
> > [,1]
> > [1,] 6
>
> However, numericDeriv is not particularly intelligent. It is
> effectively doing what Tolga was trying not to. A more refined
> function could be a good idea, e.g. implementing higher order
> approximations, a tunable stepsize, box constraints...
>
> > --Gray
> >
> > On 3/12/06, Tolga Uzuner <[EMAIL PROTECTED]> wrote:
> > > Hi,
> > >
> > > Suppose I have an arbitrary function:
> > >
> > > arbfun<-function(x) {...}
> > >
> > > Is there a robust implementation of a numerical derivative routine in R
> > > which I can use to take it's derivative ? Something a bit more than
> > > simple division by delta of the difference of evaluating the function at
> > > x and x+delta...
> > >
> > > Perhaps there is a way to do this using D or deriv but I could not
> > > figure it out. Trying:
> > >
> > > eval(deriv(function(x) arbfun(x),"x"),1)
> > >
> > > does not seem to work.
> > >
> > > Thanks,
> > > Tolga
> > >
> > > ______________________________________________
> > > [email protected] mailing list
> > > https://stat.ethz.ch/mailman/listinfo/r-help
> > > PLEASE do read the posting guide!
> > > http://www.R-project.org/posting-guide.html
> > >
> >
> >
> > --
> > Gray Calhoun
> >
> > Economics Department
> > UC San Diego
> >
> > ______________________________________________
> > [email protected] mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide!
> > http://www.R-project.org/posting-guide.html
> >
>
> --
> O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B
> c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
> (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
> ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907
>
> ______________________________________________
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>
--
Gray Calhoun
Economics Department
UC San Diego
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