Description Usage Arguments Value Author(s) References Examples

Returns the numerical partial derivate of `y`

with respect to [wrt] any regressor for a point of interest. Finite difference method is used with NNS.reg estimates as `f(x + h)`

and `f(x - h)`

values.

1 2 |

`x` |
a numeric matrix or data frame. |

`y` |
a numeric vector with compatible dimsensions to |

`wrt` |
integer; Selects the regressor to differentiate with respect to. |

`eval.points` |
numeric or options: ("mean", median", "last", "all"); Regressor points to be evaluated. |

`folds` |
integer; 5 (default) Sets the number of |

`mixed` |
logical; |

`plot` |
logical; |

`messages` |
logical; |

Returns:

`dy.d_(...)$"First Derivative"`

the 1st derivative`dy.d_(...)$"Second Derivative"`

the 2nd derivative`dy.d_(...)$"Mixed Derivative"`

the mixed derivative (for two independent variables only).

Fred Viole, OVVO Financial Systems

Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" https://www.amazon.com/dp/1490523995

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | ```
## Not run:
set.seed(123) ; x_1 <- runif(100) ; x_2 <- runif(100) ; y <- x_1 ^ 2 * x_2 ^ 2
B <- cbind(x_1, x_2)
## To find average partial derivative of y wrt 1st regressor, only supply 1 value in [eval.points]
dy.d_(B, y, wrt = 1, eval.points = c(.5))
dy.d_(B, y, wrt = 1, eval.points = mean(B[, 1]))
## To find derivatives of y wrt 1st regressor and specified 2nd regressor
dy.d_(B, y, wrt = 1, eval.points = c(.5, .5))
## Known function analysis: [y = a ^ 2 * b ^ 2]
x_1 <- seq(0, 1, .1) ; x_2 <- seq(0, 1, .1)
B <- expand.grid(x_1, x_2) ; y <- B[ , 1] ^ 2 * B[ , 2] ^ 2
dy.d_(B, y, wrt = 1, eval.points = c(.5, .5))
## End(Not run)
``` |

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