nderive: Numerical derivative

In acopula: Modelling Dependence with Multivariate Archimax (or any User-Defined Continuous) Copulas

Numerical derivative

Description

Linear approximation to function partial derivatives of arbitrary order and dimension.

Usage

nderive(fun, point = c(0), order = c(1), difference = 1e-04, area = c(0, 1, -1))

Arguments

fun	function. Arguments can be in sequence or single vector.
point	numeric vector. Where to evaluate the derivative.
order	numeric vector of orders for each variable.
difference	numeric. A change in the variable that (by limit) is to approach zero.
area	numeric. One of {0,1,-1} representing two-sided, right-sided or left-sided limit, respectively.

Value

Numeric.

Author(s)

Tomas Bacigal

See Also

nintegrate

Examples

##density of a bivariate Gumbel copula evaluated in point c(0.5,0.6)
nderive(fun = function(x) pCopula(x,genGumbel(),gpar=3.5), point = c(0.5,0.6),
        order = c(1,1))

acopula documentation built on Sept. 11, 2023, 1:08 a.m.