Description Usage Arguments Value Examples
Finite difference method
1 | finite_diff(f, wrt = NULL, at, h = 1e-08, seed, method = "forward")
|
f |
A function of which the derivative is sought. |
wrt |
Character vector; the name of the variables to differentiate with respect to. |
at |
A named list of variables; the point at which the derivative is evaluated. |
h |
The finite differencing parameter; the size of perturbation. |
seed |
Seed; for pathwise derivative only. |
method |
"forward" for forward differencing or "central" for central differencing. |
A numeric matrix; the Jacobian matrix.
1 2 3 4 5 6 7 8 9 10 11 12 | f <- function(y, X, beta) { y - X %*% beta }
finite_diff(
f, wrt = "beta",
at = list(X = matrix(1:4, 2, 2), y = c(2, 3), beta = c(5, 6))
)
g <- function(X, Y) { X %*% Y }
finite_diff(g, at = list(X = randn(2, 2), Y = randn(2, 2)))
h <- function(x) { exp(-x^2) }
finite_diff(h, at = list(x = 0.01), wrt = "x")
finite_diff(h, at = list(x = 0.01), wrt = "x", method = "central")
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.