chainrule {dsfa} | R Documentation |
Chainrule for derivs objects.
chainrule(f_list, tri, deriv_order)
f_list |
list of |
tri |
list; created by the function [trind_generator()]. |
deriv_order |
integer; maximum order of derivative. Available are |
Let f_m
be a function defined in [trind()], where m \in {1,...,M}
.
Define h((x_{n1},x_{n2},...,x_{nK})) = f_1(\cdot) \circ f_2(\cdot) ... \circ f_M(x_{n1},x_{n2},...,x_{nK}))
.
In order to get the derivatives of h(\cdot)
w.r.t all parameters x_{nk}
, the chainrule is applied.
For more details see [trind()] and [trind_generator()].
Returns an object of class derivs
for the function h(\cdot)
.
Other derivs:
derivs_transform()
,
differencerule()
,
ind2joint()
,
list2derivs()
,
productrule()
,
quotientrule()
,
sumrule()
,
trind_generator()
,
trind()
A<-matrix(c(1:9)/10, ncol=1)
A_derivs<-list2derivs(list(A, A^0, A^2, A^3, A^4), deriv_order=4)
B_derivs<-transform(A, type="exp", par=0, deriv_order=4)
C_derivs<-transform(B_derivs, type="log", par=0, deriv_order=4)
chainrule(list(C_derivs, B_derivs), trind_generator(1), deriv_order=4) #equal to A_derivs