derivs_transform {dsfa}

R Documentation

derivs_transform

Description

Transforms a derivs object via the specified function and applies the chainrule.

Usage

derivs_transform(f, type, par, tri, deriv_order)

Arguments

f	derivs object.
type	string, specifies the transformation function. Available are: identity: f(x)=x. exp: f(x)=\exp\{x\}. log: f(x)=\log\{x\}. glogit: f(x)=\log\{(-x + min)/(x - max), where par=c(min, max). glogitinv: f(x)=\exp\{x\} \cdot (max + min)/(1 + \exp\{x\}) , where par=c(min, max). inv: f(x)=\frac{1}{x}. pnorm: f(x)=\Phi(x). qnorm: f(x)=\Phi^{-1}(x). mexp: f(x)=-\exp\{x\}. zeta: f(x)=\log\{2 \cdot \Phi(x)\}. constant: f(x)=c. chainrule_utility: f(x)=f'(x)=f''(x)=f'''(x)=f''''(x). onemx: 1-x
par	numeric vector, additional parameters, e.g. min and max for glogit.
tri	list; created by the function trind_generator().
deriv_order	integer; maximum order of derivative. Available are 0,2 and 4.

Details

Takes the derivs object f as an input for the function specified by type and evaluates it together with the derivatives utilizing the chainrule. For more details see trind() and trind_generator().

Value

Returns an object of class derivs

See Also

Other derivs: chainrule(), differencerule(), ind2joint(), list2derivs(), productrule(), quotientrule(), sumrule(), trind_generator(), trind()

Examples

A<-matrix(c(1:9)/10, ncol=1)
A_mat<-list2derivs(list(A, A^0, A^2, A^3, A^4), deriv_order=4)
derivs_transform(f =derivs_transform(f = A, type="exp", par=0,
                                     tri=trind_generator(1), deriv_order=4),
                   type="log", par=0, tri=trind_generator(1), deriv_order=4)

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