jac.log {bisque}R Documentation

Jacobian for log transform

Description

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

f(x) = f_y(exp(x)) J(x)

where

J(x) = d/dx exp(x).

Usage

jac.log(x, log = TRUE)

Arguments

x

value at which to evaluate J(x)

log

TRUE to return log(J(x))

Examples

jac.log(1)


[Package bisque version 1.0.2 Index]