gompertz_gradient_2: Gompertz function gradient and Hessian

View source: R/gompertz.R

gompertz_gradient_2R Documentation

Gompertz function gradient and Hessian

Description

Evaluate at a particular set of parameters the gradient and Hessian of the Gompertz function.

Usage

gompertz_gradient_2(x, theta)

gompertz_hessian_2(x, theta)

gompertz_gradient_hessian_2(x, theta)

Arguments

x

numeric vector at which the function is to be evaluated.

theta

numeric vector with the four parameters in the form c(alpha, delta, eta, phi).

Details

The Gompertz function ⁠f(x; theta)⁠ is defined here as

⁠g(x; theta) = exp(-exp(-eta * (x - phi)))⁠ ⁠f(x; theta) = alpha + delta g(x; theta)⁠

where theta = c(alpha, delta, eta, phi) and eta > 0. When delta is positive (negative) the curve is monotonically increasing (decreasing).

This set of functions use a different parameterization from link[drda]{gompertz_gradient}. To avoid the non-negative constraints of parameters, the gradient and Hessian computed here are for the function with eta2 = log(eta).

Note that argument theta is on the original scale and not on the log scale.

Value

Gradient or Hessian of the alternative parameterization evaluated at the specified point.


drda documentation built on April 3, 2025, 6 p.m.