R/deltamethod.R

In LifeHist: Life History Models of Individuals

deltamethod <-
function(g, mean, cov, ses = TRUE)
                {
                 cov <- as.matrix(cov)
                 n <- length(mean)
                 if (!is.list(g))
                     g <- list(g)
                 if ((dim(cov)[1] != n) || (dim(cov)[2] != n))
                     stop(paste("Covariances should be a ", n, " by ", n, " matrix"))
                 syms <- paste("x", 1:n, sep = "")
                 for (i in 1:n) assign(syms[i], mean[i])
                 gdashmu <- t(sapply(g, function(form) {
                     as.numeric(attr(eval(deriv(form, syms)), "gradient"))
                 }))
                 new.covar <- gdashmu %*% cov %*% t(gdashmu)
                 if (ses) {
                     new.se <- sqrt(diag(new.covar))
                     new.se
                 }
                 else new.covar
                }