deriv | R Documentation |
Compute derivatives of simple expressions, symbolically and algorithmically.
D (expr, name) deriv(expr, ...) deriv3(expr, ...) ## Default S3 method: deriv(expr, namevec, function.arg = NULL, tag = ".expr", hessian = FALSE, ...) ## S3 method for class 'formula' deriv(expr, namevec, function.arg = NULL, tag = ".expr", hessian = FALSE, ...) ## Default S3 method: deriv3(expr, namevec, function.arg = NULL, tag = ".expr", hessian = TRUE, ...) ## S3 method for class 'formula' deriv3(expr, namevec, function.arg = NULL, tag = ".expr", hessian = TRUE, ...)
expr |
a |
name,namevec |
character vector, giving the variable names (only
one for |
function.arg |
if specified and non- |
tag |
character; the prefix to be used for the locally created variables in result. |
hessian |
a logical value indicating whether the second derivatives should be calculated and incorporated in the return value. |
... |
arguments to be passed to or from methods. |
D
is modelled after its S namesake for taking simple symbolic
derivatives.
deriv
is a generic function with a default and a
formula
method. It returns a call
for
computing the expr
and its (partial) derivatives,
simultaneously. It uses so-called algorithmic derivatives. If
function.arg
is a function, its arguments can have default
values, see the fx
example below.
Currently, deriv.formula
just calls deriv.default
after
extracting the expression to the right of ~
.
deriv3
and its methods are equivalent to deriv
and its
methods except that hessian
defaults to TRUE
for
deriv3
.
The internal code knows about the arithmetic operators +
,
-
, *
, /
and ^
, and the single-variable
functions exp
, log
, sin
, cos
, tan
,
sinh
, cosh
, sqrt
, pnorm
, dnorm
,
asin
, acos
, atan
, gamma
, lgamma
,
digamma
and trigamma
, as well as psigamma
for one
or two arguments (but derivative only with respect to the first).
(Note that only the standard normal distribution is considered.)
Since R 3.4.0, the single-variable functions log1p
,
expm1
, log2
, log10
, cospi
,
sinpi
, tanpi
, factorial
, and
lfactorial
are supported as well.
D
returns a call and therefore can easily be iterated
for higher derivatives.
deriv
and deriv3
normally return an
expression
object whose evaluation returns the function
values with a "gradient"
attribute containing the gradient
matrix. If hessian
is TRUE
the evaluation also returns
a "hessian"
attribute containing the Hessian array.
If function.arg
is not NULL
, deriv
and
deriv3
return a function with those arguments rather than an
expression.
Griewank, A. and Corliss, G. F. (1991) Automatic Differentiation of Algorithms: Theory, Implementation, and Application. SIAM proceedings, Philadelphia.
Bates, D. M. and Chambers, J. M. (1992) Nonlinear models. Chapter 10 of Statistical Models in S eds J. M. Chambers and T. J. Hastie, Wadsworth & Brooks/Cole.
nlm
and optim
for numeric minimization
which could make use of derivatives,
## formula argument : dx2x <- deriv(~ x^2, "x") ; dx2x ## Not run: expression({ .value <- x^2 .grad <- array(0, c(length(.value), 1), list(NULL, c("x"))) .grad[, "x"] <- 2 * x attr(.value, "gradient") <- .grad .value }) ## End(Not run) mode(dx2x) x <- -1:2 eval(dx2x) ## Something 'tougher': trig.exp <- expression(sin(cos(x + y^2))) ( D.sc <- D(trig.exp, "x") ) all.equal(D(trig.exp[[1]], "x"), D.sc) ( dxy <- deriv(trig.exp, c("x", "y")) ) y <- 1 eval(dxy) eval(D.sc) ## function returned: deriv((y ~ sin(cos(x) * y)), c("x","y"), function.arg = TRUE) ## function with defaulted arguments: (fx <- deriv(y ~ b0 + b1 * 2^(-x/th), c("b0", "b1", "th"), function(b0, b1, th, x = 1:7){} ) ) fx(2, 3, 4) ## First derivative D(expression(x^2), "x") stopifnot(D(as.name("x"), "x") == 1) ## Higher derivatives deriv3(y ~ b0 + b1 * 2^(-x/th), c("b0", "b1", "th"), c("b0", "b1", "th", "x") ) ## Higher derivatives: DD <- function(expr, name, order = 1) { if(order < 1) stop("'order' must be >= 1") if(order == 1) D(expr, name) else DD(D(expr, name), name, order - 1) } DD(expression(sin(x^2)), "x", 3) ## showing the limits of the internal "simplify()" : ## Not run: -sin(x^2) * (2 * x) * 2 + ((cos(x^2) * (2 * x) * (2 * x) + sin(x^2) * 2) * (2 * x) + sin(x^2) * (2 * x) * 2) ## End(Not run) ## New (R 3.4.0, 2017): D(quote(log1p(x^2)), "x") ## log1p(x) = log(1 + x) stopifnot(identical( D(quote(log1p(x^2)), "x"), D(quote(log(1+x^2)), "x"))) D(quote(expm1(x^2)), "x") ## expm1(x) = exp(x) - 1 stopifnot(identical( D(quote(expm1(x^2)), "x") -> Dex1, D(quote(exp(x^2)-1), "x")), identical(Dex1, quote(exp(x^2) * (2 * x)))) D(quote(sinpi(x^2)), "x") ## sinpi(x) = sin(pi*x) D(quote(cospi(x^2)), "x") ## cospi(x) = cos(pi*x) D(quote(tanpi(x^2)), "x") ## tanpi(x) = tan(pi*x) stopifnot(identical(D(quote(log2 (x^2)), "x"), quote(2 * x/(x^2 * log(2)))), identical(D(quote(log10(x^2)), "x"), quote(2 * x/(x^2 * log(10)))))
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