gompertz_gradient {drda}

Gompertz function gradient and Hessian

Description

Evaluate at a particular set of parameters the gradient and Hessian of the Gompertz function.

Usage

gompertz_gradient(x, theta)

gompertz_hessian(x, theta)

gompertz_gradient_hessian(x, theta)

Arguments

x

numeric vector at which the function is to be evaluated.

theta

numeric vector with the four parameters in the form c(alpha, delta, eta, phi).

Details

The Gompertz function ⁠f(x; theta)⁠ is defined here as

⁠g(x; theta) = exp(-exp(-eta * (x - phi)))⁠ ⁠f(x; theta) = alpha + delta g(x; theta)⁠

where theta = c(alpha, delta, eta, phi) and eta > 0. When delta is positive (negative) the curve is monotonically increasing (decreasing).

Value

Gradient or Hessian evaluated at the specified point.