[R] D(dnorm...)?

Spencer Graves spencer.graves at pdf.com
Thu Jan 26 05:14:07 CET 2006


Hello, Bill:

	  I'm not qualified to make this suggestion since I'm incapable of 
turning it into reality, but what about creating a link between R and 
one of the Mathematica clones like Yacas?  I can immagine that it could 
be substantially more difficult than linking R to other software like 
Excel, but ... .

	  Spencer Graves

Bill.Venables at csiro.au wrote:
> Yes Bert, this time you are missing something (unusually) ...
> 
> As Brian Ripley pointed out 'dnorm' is in the derivative table, *but*
> only as a function of one variable.  So if you want to find the
> derivative of 
> 
> dnorm(x, mean, sigma)
> 
> you have to write it as 1/sigma * dnorm((x - mu)/sigma).  Here is a
> little example:
> 
> 
>>D(Quote(pnorm((x-mu)/sigma)), "x")
> 
> dnorm((x - mu)/sigma) * (1/sigma)
> 
> 
>>D(D(Quote(pnorm((x-mu)/sigma)), "x"), "mu")
> 
> (x - mu)/sigma * (dnorm((x - mu)/sigma) * (1/sigma)) * (1/sigma)
> 
> ---
> 
> Like Brian, I recall the suggestion that we make D(...) extensible.  I
> still think it is a good idea and worth considering.  Under one scheme
> you would specify an object such as
> 
> Fnorm <- structure(quote(pnorm(x, mu, sigma)), 
> 	deriv = 
> 	list(x = Quote(dnorm(x, mu, sigma)/sigms),
> 		mu = Quote(-dnorm(x, mu, sigma)/sigma),
> 		sigma = Quote(-(x - mu)*dnorm(x, mu, sigma)/sigma^2),
> 	class = "dfunction")
> 
> ane write a generic "differentiate" function with a "dfunction" method
> and "D" as the default.
> 
> I don't think it's quite that easy, but the plan is clear enough.
> 
> Bill.
> 
> 
> 
> 
> 
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Berton Gunter
> Sent: Thursday, 26 January 2006 8:58 AM
> To: 'Spencer Graves'; r-help at stat.math.ethz.ch
> Subject: Re: [R] D(dnorm...)?
> 
> 
> dnorm() is an internal function, so I don't see how D (or deriv) can do
> anything with it symbolically. Am I missing something?
> 
> -- Bert
>  
>  
> 
> 
>>-----Original Message-----
>>From: r-help-bounces at stat.math.ethz.ch 
>>[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Spencer Graves
>>Sent: Wednesday, January 25, 2006 2:43 PM
>>To: r-help at stat.math.ethz.ch
>>Subject: [R] D(dnorm...)?
>>
>>	  Can someone help me understand the following:
>>
>> > D(expression(dnorm(x, mean)), "mean")
>>[1] 0
>> > sessionInfo()
>>
>>R version 2.2.1, 2005-12-20, i386-pc-mingw32
>>
>>attached base packages:
>>[1] "methods"   "stats"     "graphics"  "grDevices" "utils"   
>>  "datasets"
>>[7] "base"
>>
>>	  By my computations, this should be something like 
>>((mean-x)/sd^2)*dnorm(...).
>>
>>	  Thanks for your help.
>>	  Spencer Graves
>>
>>______________________________________________
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> 
> 
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