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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