[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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