jac.exp {bisque}R Documentation

Jacobian for exponential transform

Description

Let X=exp(Y)X=exp(Y) be a transformation of a random variable YY. This function computes the jacobian J(x)J(x) when using the density of YY to evaluate the density of XX via

f(x)=fy(ln(x))J(x)f(x) = f_y(ln(x)) J(x)

where

J(x)=d/dxln(x).J(x) = d/dx ln(x).

Usage

jac.exp(x, log = TRUE)

Arguments

x

value at which to evaluate J(x)J(x)

log

TRUE to return log(J(x))log(J(x))

Examples

jac.exp(1)


[Package bisque version 1.0.2 Index]