Description Usage Arguments Value Author(s) See Also
Takes the symbolic derivative (or multiple derivatives) of the right hand side of a formula and returns a matrix with the derivative evaluated at each observation in a dataset
1 | formulaDeriv(inFormula, derivVar, data, nDerivs = 1)
|
inFormula |
a formula object, with the response Y on the left of a ~ operator, and the covariate terms, separated by + operators on the right, not including the regressor whose effect is to be estimated nonparametrically. Operators such as '*', ':', 'log()', and 'I()' are allowable. However, factor variables should be constructed prior to entry in the formula: the 'factor()' operator is not allowable. |
derivVar |
a character object giving the name of the variable with respect to which the derivative will be taken. |
data |
a data.frame in which to interpret the variables named in the |
nDerivs |
an integer: the number of derivatives to be taken. |
formulaDeriv
returns a matrix whose dimensions are the number of observations in data
and the number of variables on the right hand side of formula
. Each row is the derivative of formula
evaluated at the corresponding observation in data
Michael Lipsitz, Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val
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