MFB | R Documentation |
The function returns the coefficient indexed by the integers i1,i2,...
of an exponential
formal power series composition through the univariate or multivariate Faa di Bruno's formula.
MFB(v = c(), n = 0)
v |
vector of integers, the subscript of the coefficient |
n |
integer, the number of inner functions |
The MFB
function computes a coefficient of an exponential formal power series composition:
a) | univariate f with univariate g , that is f[g(z)] , |
b) | univariate f with multivariate g , that is f[g(z1,z2,...,zm)] , |
c) | multivariate f with multivariate g 's, that is f[g1(z1,z2,...,zm),...,gn(z1,z2,...,gm)].
|
If i1
is the power of z1
, i2
is the power of z2
and so on up to im
power of zm
, then
(i1,i2,....im)
is the subscript of the output coefficient corresponding to the product z1^i1 z2^i2 ....zm^im.
Note that this coefficient gives also the (partial) derivative of order (i1,i2,...,im)
of the composition of
the multivariate functions f
and g
's in terms of the partial derivatives of f
and g
's respectively.
See the e_MFB
function, for evaluating this coefficient when the coefficients of
f
and to the coefficients of g
's are substituted with numerical values.
string |
the expression of Faa di Bruno's formula |
The value of the first parameter is the same as the mkmSet
function
Called by the e_MFB
function in the kStatistics
package.
The routine uses the mkmSet
function in the same package.
Elvira Di Nardo elvira.dinardo@unito.it,
Giuseppe Guarino giuseppe.guarino@rete.basilicata.it
G. M. Constantine, T. H. Savits (1996) A Multivariate Faa Di Bruno Formula With Applications. Trans. Amer. Math. Soc. 348(2), 503-520.
E. Di Nardo, G. Guarino, D. Senato (2008) An unifying framework for k-statistics, polykays and their generalizations. Bernoulli. 14(2), 440-468. (download from https://arxiv.org/pdf/math/0607623.pdf)
E. Di Nardo, G. Guarino, D. Senato (2008) Symbolic computation of moments of sampling distributions. Comp. Stat. Data Analysis. 52(11), 4909-4922. (download from https://arxiv.org/abs/0806.0129)
E. Di Nardo E., G. Guarino, D. Senato (2011) A new algorithm for computing the multivariate Faa di Bruno's formula. Appl. Math. Comp. 217, 6286-6295. (download from https://arxiv.org/abs/1012.6008)
mkmSet
,
e_MFB
#----------------------------------------# # Univariate f with Univariate g # #----------------------------------------# # The coefficient of z^2 in f[g(z)], that is f[2]g[1]^2 + f[1]g[2], where # f[1] is the coefficient of x in f(x) with x=g(z) # f[2] is the coefficient of x^2 in f(x) with x=g(z) # g[1] is the coefficient of z in g(z) # g[2] is the coefficient of z^2 in g(z) # MFB( c(2), 1 ) # The coefficient of z^3 in f[g(z)], that is f[3]g[1]^3 + 3f[2]g[1]g[2] + f[1]g[3] # MFB( c(3), 1 ) #----------------------------------------# # Univariate f with Multivariate g # #----------------------------------------# # The coefficient of z1 z2 in f[g(z1,z2)], that is f[1]g[1,1] + f[2]g[1,0]g[0,1] # where # f[1] is the coefficient of x in f(x) with x=g(z1,z2) # f[2] is the coefficient of x^2 in f(x) with x=g(z1,z2) # g[1,0] is the coefficient of z1 in g(z1,z2) # g[0,1] is the coefficient of z2 in g(z1,z2) # g[1,1] is the coefficient of z1 z2 in g(z1,z2) # MFB( c(1,1), 1 ) # The coefficient of z1^2 z2 in f[g(z1,z2)] # MFB( c(2,1), 1 ) # The coefficient of z1 z2 z3 in f[g(z1,z2,z3)] # MFB( c(1,1,1), 1 ) #----------------------------------------------------------------# # Multivariate f with Univariate/Multivariate g1, g2, ..., gn # #----------------------------------------------------------------# # The coefficient of z in f[g1(z),g2(z)], that is f[1,0]g1[1] + f[0,1]g2[1] where # f[1,0] is the coefficient of x1 in f(x1,x2) with x1=g1(z) and x2=g2(z) # f[0,1] is the coefficient of x2 in f(x1,x2) with x1=g1(z) and x2=g2(z) # g1[1] is the coefficient of z of g1(z) # g2[1] is the coefficient of z of g2(z) MFB( c(1), 2 ) # The coefficient of z1 z2 in f[g1(z1,z2),g2(z1,z2)], that is # f[1,0]g1[1,1] + f[2,0]g1[1,0]g1[0,1] + f[0,1]g2[1,1] + f[0,2]g2[1,0]g2[0,1] + # f[1,1]g1[1,0]g2[0,1] + f[1,1]g1[0,1]g2[1,0] where # f[1,0] is the coefficient of x1 in f(x1,x2) with x1=g1(z1,z2) and x2=g2(z1,z2) # f[0,1] is the coefficient of x2 in f(x1,x2) with x1=g1(z1,z2) and x2=g2(z1,z2) # g1[1,1] is the coefficient of z1z2 in g1(z1,z2) # g1[1,0] is the coefficient of z1 in g1(z1,z2) # g1[0,1] is the coefficient of z2 in g1(z1,z2) # g2[1,1] is the coefficient of z1 z2 in g2(z1,z2) # g2[1,0] is the coefficient of z1 in g2(z1,z2) # g2[0,1] is the coefficient of z2 in g1(z1,z2) MFB( c(1,1), 2 ) # The coefficient of z1 in f[g1(z1,z2),g2(z1,z2),g3(z1,z2)] MFB( c(1,0), 3 ) # The coefficient of z1 z2 in f[g1(z1,z2),g2(z1,z2),g3(z1,z2)] MFB( c(1,1), 3 ) # The coefficient of z1^2 z2 in f[g1(z1,z2),g2(z1,z2)] MFB( c(2,1), 2 ) # The coefficient of z1^2 z2 in f[g1(z1,z2),g2(z1,z2),g3(z1,z2)] MFB( c(2,1), 3 ) # The previous result expressed in a compact form for (m in unlist(strsplit( MFB(c(2,1),3), " + ", fixed=TRUE)) ) cat( m,"\n" ) # The coefficient of z1 z2 z3 in f[g1(z1,z2,z3),g2(z1,z2,z3),g3(z1,z2,z3)] MFB( c(1,1,1), 3 ) # The previous result expressed in a compact form for (m in unlist(strsplit( MFB(c(1,1,1),3), " + ", fixed=TRUE)) ) cat( m,"\n" )
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