transform {dsfa}R Documentation

transform

Description

Transforms a matrix via the specified function.

Usage

transform(x, type, par, deriv_order)

Arguments

x

numeric matrix to be transformed.

type

string, specifies the transformation function. Available are:

  1. 'identity': f(x)=x.

  2. 'exp': f(x)=\exp\{x\}.

  3. 'log': f(x)=\log\{x\}.

  4. 'glogit': f(x)=\log\{(-x + min)/(x - max), where par=c(min, max).

  5. 'glogitinv': f(x)=\exp\{x\} \cdot (max + min)/(1 + \exp\{x\}) , where par=c(min, max).

  6. 'inv': f(x)=\frac{1}{x}.

  7. 'pnorm': f(x)=\Phi(x).

  8. 'qnorm': f(x)=\Phi^{-1}(x).

  9. 'mexp': f(x)=-\exp\{x\}.

  10. 'zeta': f(x)=\log\{2 \cdot \Phi(x)\}.

  11. 'constant': f(x)=c.

  12. 'chainrule_utility': f(x)=f'(x)=f''(x)=f'''(x)=f''''(x).

  13. onemx: 1-x

par

numeric vector, additional parameters, e.g. min and max for glogit.

deriv_order

integer; maximum order of derivative. Available are 0,2 and 4.

Details

Takes the numeric matrix x as an input for the function specified by type and evaluates it together with the derivatives.

Value

Returns an object of class derivs.

Examples

A<-matrix(c(1:9)/10, ncol=3)
A_mat<-list2derivs(list(A, A^0, A^2, A^3, A^4), deriv_order=4)
transform(x=transform(x = A, type="exp", par=0, deriv_order=4), type="log", deriv_order=4, par = 0)
[Package dsfa version 2.0.2 Index]