differencerule {dsfa}

R Documentation

Differencerule

Description

Differencerule for derivs objects.

Usage

differencerule(f_list, tri, deriv_order)

Arguments

f_list	list of derivs objects of length M, e.g. list(f_1(\cdot), f_2(\cdot),...,f_M(\cdot))
tri	list; created by the function trind_generator().
deriv_order	integer; maximum order of derivative. Available are 0,2 and 4.

Details

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) - f_2(\cdot) ... - 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 difference rule is applied. For more details see trind() and trind_generator().

Value

Returns an object of class derivs for the function h(\cdot).

See Also

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

Examples

A<-matrix(c(1:9)/10, ncol=1)
A_derivs<-list2derivs(list(A, A^0, A^2, A^3, A^4), deriv_order=4)
differencerule(list(A_derivs, A_derivs), trind_generator(1), deriv_order=4) #equal to 0

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