View source: R/testquadratic.R
| testquadratic | R Documentation |
Uses the CppAD parameter property and derivatives (via tape_Jacobian()) to test whether
the tape is quadratic.
Uses the CppAD parameter property and derivatives (via tape_Jacobian()) to test whether
the tape is quadratic.
testquadratic(
tape,
xmat = matrix(tape$xtape, nrow = 1),
dynmat = matrix(tape$dyntape, nrow = 1),
verbose = FALSE
)
tape |
An |
xmat |
The third-order derivatives at independent variable values of the rows of |
dynmat |
The third-order derivatives at independent variable values of the rows of |
verbose |
If TRUE information about the failed tests is printed. |
Uses the xtape and dyntape values stored in tape to create new tapes.
A tape of the Hessian is obtained by applying tape_Jacobian() twice, and then uses the CppAD parameter property to test whether the Hessian is constant. A function of quadratic form should have constant Hessian.
If xmat and dynmat are non-NULL then testquadratic() also checks the Jacobian of the Hessian at xmat and dynmat values. For quadratic form functions the Jacobian of the Hessian should be zero.
TRUE or FALSE
Other tape evaluators:
evaltape(),
quadratictape_parts(),
smvalues()
Other tape evaluators:
evaltape(),
quadratictape_parts(),
smvalues()
tapes <- tape_smd(
"sim", "sqrt", "sph",
ll = "ppi",
ytape = c(0.2, 0.3, 0.5),
usertheta = ppi_paramvec(p = 3),
bdryw = "minsq",
acut = 0.1,
verbose = FALSE)
testquadratic(tapes$smdtape)
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