evaltape {scorematchingad}

Evaluate a CppAD Tape Many Times

Description

Evaluates a tape exactly or approximately for an array of provided variable values and dynamic parameter values. The function evaltape_wsum() computes the column-wise weighted sum of the result.

Usage

evaltape(tape, xmat, pmat, xcentres = NA * xmat, approxorder = 10)

evaltape_wsum(
  tape,
  xmat,
  pmat,
  w = NULL,
  xcentres = NA * xmat,
  approxorder = 10
)

Arguments

tape

An ADFun object (i.e. a tape of a function).

xmat

A matrix of (multivariate) independent variables where each represents a single independent variable vector. Or a single independent variable vector that is used for all rows of pmat.

pmat

A matrix of dynamic parameters where each row specifies a new set of values for the dynamic parameters of tape. Or a single vector of dynamic parameters to use for all rows of xmat.

xcentres

A matrix of approximation for Taylor approximation centres for xmat. Use values of NA for rows that do not require Taylor approximation.

approxorder

Order of Taylor approximation

w

Weights to apply to each row of xmat for computing the weighted sum. If NULL then each row is given a weight of 1.

Details

Approximation is via Taylor approximation of the independent variable around the approximation centre provided in xcentres.

Value

A matrix, each row corresponding to the evaluation of the same row in xmat, pmat and xcentres.

See Also

Other tape evaluators: quadratictape_parts(), smvalues(), testquadratic()

Examples

u <- rep(1/3, 3)
tapes <- buildsmdtape("sim", "sqrt", "sph", "ppi",
              ytape = u,
              usertheta = ppi_paramvec(p = 3),
              bdryw = "minsq", acut = 0.01,
              verbose = FALSE
              )
evaltape(tapes$lltape, u, rppi_egmodel(1)$theta)
evaltape(tapes$smdtape, rppi_egmodel(1)$theta, u)
evaltape(tapes$lltape, rbind(c(0, 0, 1), c(0,0,1)), 
         rppi_egmodel(1)$theta, 
         xcentres = rbind(c(0.0005, 0.0005, 0.999), NA))