[Rd] Extending deriv3()
Prof Brian Ripley
ripley at stats.ox.ac.uk
Mon Oct 15 11:13:11 CEST 2007
On Mon, 15 Oct 2007, Thomas Yee wrote:
> I was wondering if the functions deriv3(), deriv() etc. could be extended
> to handle psigamma() and its special cases (digamma(), trigamma()
> etc.). From the error message it seems that 'psigamma' needs to be
> added to the derivatives table.
> This might be easy since psigamma() has a deriv argument.
If you look at ?deriv you will see that it only knows about functions *of
one argument* and operators. So it would be easy to add digamma(x) and
psigamma(x) (and I will do so shortly), it would not be so easy to add
> Additionally, this error message is also obtained when requesting for
> the Hessian of the gamma and lgamma functions:
> d3 = deriv(~ gamma(y), namev="y", hessian= TRUE)
> d3 = deriv(~ lgamma(y), namev="y", hessian= TRUE)
> Another class of special functions worth adding are the Bessel functions.
Well, you can always submit a patch ....
Note that deriv() in R differs from that in S in being done in C and hence
not being user-extensible. A long time ago that had an advantage: S's
deriv could be very slow and take a lot of memory by the standards of the
early 1990's. Rather than work on adding yet more special cases it would
seem better to work on making it user-extensible.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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