| % File src/library/stats/man/numericDeriv.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2008 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{numericDeriv} |
| \alias{numericDeriv} |
| \title{Evaluate Derivatives Numerically} |
| \description{ |
| \code{numericDeriv} numerically evaluates the gradient of an expression. |
| } |
| \usage{ |
| numericDeriv(expr, theta, rho = parent.frame(), dir = 1.0) |
| } |
| \arguments{ |
| \item{expr}{The expression to be differentiated. The value of this |
| expression should be a numeric vector.} |
| \item{theta}{A character vector of names of numeric variables |
| used in \code{expr}.} |
| \item{rho}{An environment containing all the variables needed to |
| evaluate \code{expr}.} |
| \item{dir}{A numeric vector of directions to use for the finite |
| differences.} |
| } |
| \details{ |
| This is a front end to the C function \code{numeric_deriv}, which is |
| described in \emph{Writing R Extensions}. |
| |
| The numeric variables must be of type \code{real} and not \code{integer}. |
| } |
| \value{ |
| The value of \code{eval(expr, envir = rho)} plus a matrix |
| attribute called \code{gradient}. The columns of this matrix are |
| the derivatives of the value with respect to the variables listed in |
| \code{theta}. |
| } |
| \author{Saikat DebRoy \email{saikat@stat.wisc.edu}} |
| \examples{ |
| \dontshow{od <- options(digits = 4)} |
| 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) |
| \dontshow{options(od)} |
| } |
| \keyword{models} |
| |