f2djac {OptimModel} | R Documentation |
Compute derivative with respect to parameters
Description
Compute derivative with respect to parameters.
Usage
f2djac(Func, theta, ...)
Arguments
Func |
A function with theta as first argument that returns an n x 1 vector, where n represents the number of observations. |
theta |
A p x 1 vector of parameters. |
... |
Other arguments needed for function. |
Value
Returns an n x p matrix of derivatives with respect to theta.
Computes \frac{\delta \, Func( \theta, ...)}{ \delta \, \theta}
, where \theta
= theta
Author(s)
Steven Novick
See Also
Examples
f = function(theta, x){ theta[1] + (theta[2]-theta[1])/(1 + (x/theta[3])^theta[4]) }
theta0 = c(0, 100, .5, 2)
x = 0:10
f2djac(f, theta0, x=x)
[Package OptimModel version 2.0-1 Index]