deriv {stats} | R Documentation |

Compute derivatives of simple expressions, symbolically and algorithmically.

D (expr, name) deriv(expr, ...) deriv3(expr, ...) ## Default S3 method: deriv(expr, namevec, function.arg = NULL, tag = ".expr", hessian = FALSE, ...) ## S3 method for class 'formula' deriv(expr, namevec, function.arg = NULL, tag = ".expr", hessian = FALSE, ...) ## Default S3 method: deriv3(expr, namevec, function.arg = NULL, tag = ".expr", hessian = TRUE, ...) ## S3 method for class 'formula' deriv3(expr, namevec, function.arg = NULL, tag = ".expr", hessian = TRUE, ...)

`expr` |
a |

`name,namevec` |
character vector, giving the variable names (only
one for |

`function.arg` |
if specified and non- |

`tag` |
character; the prefix to be used for the locally created variables in result. |

`hessian` |
a logical value indicating whether the second derivatives should be calculated and incorporated in the return value. |

`...` |
arguments to be passed to or from methods. |

`D`

is modelled after its S namesake for taking simple symbolic
derivatives.

`deriv`

is a *generic* function with a default and a
`formula`

method. It returns a `call`

for
computing the `expr`

and its (partial) derivatives,
simultaneously. It uses so-called *algorithmic derivatives*. If
`function.arg`

is a function, its arguments can have default
values, see the `fx`

example below.

Currently, `deriv.formula`

just calls `deriv.default`

after
extracting the expression to the right of `~`

.

`deriv3`

and its methods are equivalent to `deriv`

and its
methods except that `hessian`

defaults to `TRUE`

for
`deriv3`

.

The internal code knows about the arithmetic operators `+`

,
`-`

, `*`

, `/`

and `^`

, and the single-variable
functions `exp`

, `log`

, `sin`

, `cos`

, `tan`

,
`sinh`

, `cosh`

, `sqrt`

, `pnorm`

, `dnorm`

,
`asin`

, `acos`

, `atan`

, `gamma`

, `lgamma`

,
`digamma`

and `trigamma`

, as well as `psigamma`

for one
or two arguments (but derivative only with respect to the first).
(Note that only the standard normal distribution is considered.)

Since **R** 3.4.0, the single-variable functions `log1p`

,
`expm1`

, `log2`

, `log10`

, `cospi`

,
`sinpi`

, `tanpi`

, `factorial`

, and
`lfactorial`

are supported as well.

`D`

returns a call and therefore can easily be iterated
for higher derivatives.

`deriv`

and `deriv3`

normally return an
`expression`

object whose evaluation returns the function
values with a `"gradient"`

attribute containing the gradient
matrix. If `hessian`

is `TRUE`

the evaluation also returns
a `"hessian"`

attribute containing the Hessian array.

If `function.arg`

is not `NULL`

, `deriv`

and
`deriv3`

return a function with those arguments rather than an
expression.

Griewank, A. and Corliss, G. F. (1991)
*Automatic Differentiation of Algorithms: Theory, Implementation,
and Application*.
SIAM proceedings, Philadelphia.

Bates, D. M. and Chambers, J. M. (1992)
*Nonlinear models.*
Chapter 10 of *Statistical Models in S*
eds J. M. Chambers and T. J. Hastie, Wadsworth & Brooks/Cole.

`nlm`

and `optim`

for numeric minimization
which could make use of derivatives,

## formula argument : dx2x <- deriv(~ x^2, "x") ; dx2x ## Not run: expression({ .value <- x^2 .grad <- array(0, c(length(.value), 1), list(NULL, c("x"))) .grad[, "x"] <- 2 * x attr(.value, "gradient") <- .grad .value }) ## End(Not run) mode(dx2x) x <- -1:2 eval(dx2x) ## Something 'tougher': trig.exp <- expression(sin(cos(x + y^2))) ( D.sc <- D(trig.exp, "x") ) all.equal(D(trig.exp[[1]], "x"), D.sc) ( dxy <- deriv(trig.exp, c("x", "y")) ) y <- 1 eval(dxy) eval(D.sc) ## function returned: deriv((y ~ sin(cos(x) * y)), c("x","y"), func = TRUE) ## function with defaulted arguments: (fx <- deriv(y ~ b0 + b1 * 2^(-x/th), c("b0", "b1", "th"), function(b0, b1, th, x = 1:7){} ) ) fx(2, 3, 4) ## First derivative D(expression(x^2), "x") stopifnot(D(as.name("x"), "x") == 1) ## Higher derivatives deriv3(y ~ b0 + b1 * 2^(-x/th), c("b0", "b1", "th"), c("b0", "b1", "th", "x") ) ## Higher derivatives: DD <- function(expr, name, order = 1) { if(order < 1) stop("'order' must be >= 1") if(order == 1) D(expr, name) else DD(D(expr, name), name, order - 1) } DD(expression(sin(x^2)), "x", 3) ## showing the limits of the internal "simplify()" : ## Not run: -sin(x^2) * (2 * x) * 2 + ((cos(x^2) * (2 * x) * (2 * x) + sin(x^2) * 2) * (2 * x) + sin(x^2) * (2 * x) * 2) ## End(Not run) ## New (R 3.4.0, 2017): D(quote(log1p(x^2)), "x") ## log1p(x) = log(1 + x) stopifnot(identical( D(quote(log1p(x^2)), "x"), D(quote(log(1+x^2)), "x"))) D(quote(expm1(x^2)), "x") ## expm1(x) = exp(x) - 1 stopifnot(identical( D(quote(expm1(x^2)), "x") -> Dex1, D(quote(exp(x^2)-1), "x")), identical(Dex1, quote(exp(x^2) * (2 * x)))) D(quote(sinpi(x^2)), "x") ## sinpi(x) = sin(pi*x) D(quote(cospi(x^2)), "x") ## cospi(x) = cos(pi*x) D(quote(tanpi(x^2)), "x") ## tanpi(x) = tan(pi*x) stopifnot(identical(D(quote(log2 (x^2)), "x"), quote(2 * x/(x^2 * log(2)))), identical(D(quote(log10(x^2)), "x"), quote(2 * x/(x^2 * log(10)))))

[Package *stats* version 4.0.2 Index]