[R] Jacobian

[Ravi Varadhan]

First, why do you want the jacobian?

Assuming you have a good reason for wanting jacobian, Is this want you want
to do?

	require(numDeriv)

func2 <- function(z) {
	x <- z[1]
	y <- z[2]
	c(sin(x*y), cos(x^2*y))
	}

   x <- seq(0, 1, length=5) *2*pi
   y <- seq(0, 1, length=5) *2*pi
   z <- cbind(x, y)

	jac <- vector("list")

	for (i in 1:nrow(z)) {
	jac[[i]] <- jacobian(func=func2, x=z[i, ]) 
	}
	jac

 
Ravi.

----------------------------------------------------------------------------
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Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html



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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Roslina Zakaria
Sent: Monday, April 13, 2009 9:48 PM
To: r-help at r-project.org; r-help-bounces at r-project.org
Subject: [R] Jacobian


Hi R-users,

 I would like to use jacobian function from numDeriv package.  If I have
more than one parameters how do I modify it?

This is the example given in the package:

func2 <- function(x) c(sin(x), cos(x))
   x <- (0:1)*2*pi
   jacobian(func2, x)

Can I do the following:

z <- c(x,y)
func2 <- function(z) c(sin(xy), cos(x^2*y))
   x <- (0:1)*2*pi
   y <- (0:1)*2*pi
   jacobian(func2, z)

output:

>   jacobian(func2, z)
Error in func(x, ...) : object "xy" not found

Thank you so much for any help given.




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