dy.d_  R Documentation 
Returns the numerical partial derivative of y
with respect to [wrt] any regressor for a point of interest. Finite difference method is used with NNS.reg estimates as f(x + h)
and f(x  h)
values.
dy.d_(x, y, wrt, eval.points = "obs", mixed = FALSE, messages = TRUE)
x 
a numeric matrix or data frame. 
y 
a numeric vector with compatible dimensions to 
wrt 
integer; Selects the regressor to differentiate with respect to (vectorized). 
eval.points 
numeric or options: ("obs", "apd", "mean", "median", "last"); Regressor points to be evaluated.

mixed 
logical; 
messages 
logical; 
Returns columnwise matrix of wrt regressors:
dy.d_(...)[, wrt]$First
the 1st derivative
dy.d_(...)[, wrt]$Second
the 2nd derivative
dy.d_(...)[, wrt]$Mixed
the mixed derivative (for two independent variables only).
For binary regressors, it is suggested to use eval.points = seq(0, 1, .05)
for a better resolution around the midpoint.
Fred Viole, OVVO Financial Systems
Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" https://www.amazon.com/dp/1490523995/ref=cm_sw_su_dp
Vinod, H. and Viole, F. (2020) "Comparing Old and New Partial Derivative Estimates from Nonlinear Nonparametric Regressions" https://www.ssrn.com/abstract=3681104
## Not run: set.seed(123) ; x_1 < runif(1000) ; x_2 < runif(1000) ; y < x_1 ^ 2 * x_2 ^ 2 B < cbind(x_1, x_2) ## To find derivatives of y wrt 1st regressor for specific points of both regressors dy.d_(B, y, wrt = c(1, 2), eval.points = t(c(.5, .5))) ## To find average partial derivative of y wrt 1st regressor, only supply 1 value in [eval.points], or a vector of [eval.points]: dy.d_(B, y, wrt = 1, eval.points = .5) dy.d_(B, y, wrt = 1, eval.points = fivenum(B[,1])) ## To find average partial derivative of y wrt 1st regressor, for every observation of 1st regressor: apd < dy.d_(B, y, wrt = 1, eval.points = "apd") plot(B[,1], apd[,1]$First) ## 95% Confidence Interval to test if 0 is within ### Lower CI LPM.VaR(.025, 0, apd[,1]$First) ### Upper CI UPM.VaR(.025, 0, apd[,1]$First) ## End(Not run)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.