[R] problem with deriv3?
Prof Brian D Ripley
ripley at stats.ox.ac.uk
Mon Mar 11 08:49:36 CET 2002
On Sun, 10 Mar 2002, B. D. Mccullough wrote:
> Using S+ 6 for Linux and
> R 1.4.1
> Taking verbatim some lines from S-Plus that work
> perfectly, and running them on R, I get an
> unexpected error message:
This is uncredited (by you) work of Bill Venables in extending S's deriv
which we contributed to S-PLUS. For several years this extension was only
in the MASS library, and may well still be for your S-PLUS (you didn't
mention the version).
> R : Copyright 2002, The R Development Core Team
> Version 1.4.1 (2002-01-30)
> > library(MASS)
> > data <- read.table("/usr/local/data/mcmanus.dat",header=T)
> > mcmanus.frm <-
> 2","b3","b4","b5"),function(b0,b1,b2,b3,b4,b5,D1,TT,Y,LF,NW,D2) NULL)
> Error in deriv3.formula(~-log(pnorm((2 * D1 - 1) * (b0 + b1 * TT + b2 * :
> Function ^A is not in the derivatives table
> I did a search on the R website and at the e-mail archive,
> and found nothing of help.
>From the NEWS file of R-devel
o deriv/deriv3() can now handle expressions involving pnorm and
dnorm (with a single argument), as in S-PLUS.
> How can I decipher "^A" and make the appropriate corrections
> to the derivative table in R?
Just download and build R-devel. Your example works there.
> PS: I believe that in R I should delete the "log" and instead use
> the "log.p=T" option; presumably it is numerically more efficient.
> If this is incorrect, please let me know.
Not if you want to use deriv3: see the NEWS item.
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 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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