[R] A dead problem on deriving the derivative equation.

[Feng Zhang]

Hey, R-listers

I was totally confused by a seemling simple first derivative
function.
Given the Kullback-Leibler divergence function between
a true pdf function P(x,theta) and an approximation pdf
function Q(theta)=q1(theta1)*q2(theta2)*...*qn(thetan),
where theta=[theta1,theta2, ..., thetan]'.
KL(Q||P) 
= \integration Q(theta)*log(P(x,theta)/Q(theta)) dtheta

So how to derive the first derivative of KL with respect 
to theta1?

Thanks for your helpful advices.

Fred