CrossSum: Calculations on cubes
In SimCop: Simulate from Arbitrary Copulae

Description Usage Arguments Details Value Author(s) References See Also

Implements several operations of objects of class ‘ADCube’.

CrossSum(u, w)

CrossMult(u, w)

CrossDivide(u, w)

CrossSquare(u)

CrossExp(u)

CrossLog(u)

CrossPow(u, r)

CrossSqrt(u)

CrossRaisePow(u, w)

`u`	an object of `class` ‘ADCube’.
`w`	an object of `class` ‘ADCube’.
`r`	a positive real number.

Assume u and w contain the evaluations of functions f() and g(), together with evaluations of all their cross-derivatives, at points x and y, respectively.

CrossSum returns the evaluation of f()+g(), together with all evaluated cross-derivates.

CrossMult returns the evaluation of f()g(), together with all evaluated cross-derivates.

CrossDivide returns the evaluation of f()/g(), together with all evaluated cross-derivates.

CrossSquare returns the evaluation of (f())^2, together with all evaluated cross-derivates.

CrossExp returns the evaluation of exp(f()), together with all evaluated cross-derivates.

CrossLog returns the evaluation of log(f()), together with all evaluated cross-derivates.

CrossPow returns the evaluation of (f())^r, together with all evaluated cross-derivates.

CrossSqrt returns the evaluation of sqrt(f()), together with all evaluated cross-derivates.

CrossRaisePow returns the evaluation of f()^{g()}, together with all evaluated cross-derivates.

An object of class ‘ADCube’ is returned. See ‘Details’.

Berwin A. Turlach <berwin.turlach@gmail.com>

Griewank, A., Lehmann, L., Leovey, H. and Zilberman, M. (2014). Automatic evaluations of cross-derivatives, Mathematics of Computation 83(285): 251-274.

NewCube

SimCop documentation built on May 2, 2019, 12:34 p.m.