From rossini@blindglobe.net  Fri Sep 15 17:58:25 2000
From: rossini@blindglobe.net (A.J. Rossini)
Date: 15 Sep 2000 09:58:25 -0700
Subject: [Rd] Projects
In-Reply-To: <39C24FA8.4D681B01@bank-banque-canada.ca>
 (Paul Gilbert's message of "Fri, 15 Sep 2000 12:34:49 -0400")
References: <6rk8cfkmru.fsf@franz.stat.wisc.edu>
 <14785.241.670605.528570@gargle.gargle.HOWL>
 <873dj2ncf3.fsf@jeeves.blindglobe.net> <qxpaeda6fzk.fsf@verdi.stat.wisc.edu>
 <87og1qlviu.fsf@jeeves.blindglobe.net> <39c38587.1708646@julian.uwo.ca>
 <87n1ha1gk6.fsf@jeeves.blindglobe.net>
 <39C24FA8.4D681B01@bank-banque-canada.ca>
Message-ID: <87wvgdbnim.fsf@jeeves.blindglobe.net>

(not to the list)

>>>>> "PG" == Paul Gilbert <pgilbert@bank-banque-canada.ca> writes:

    DM> Putting that into a single function which took arguments just
    DM> like the ones you pass to the optimizer would be very
    DM> convenient.

    >> That's exactly it.  (but perhaps have at least the 3 basic
    >> forms -- f(point + eps) - f(point), f(point + eps/2) - f(point
    >> - eps/2), f(point) - f(point - eps)).

    PG> Buried somewhere in one of my packages is code for doing
    PG> Richardson extrapolation, which usually gives a much better
    PG> estimate than these 3 basic forms. If this project goes ahead
    PG> I will dig it out.

That would be cool, and I believe there are other, more precise,
approaches!  BUT, I'm worried that this (_numerical_ derivatives),
might become a package unto itself (which gets amusing, especially if
you consider the many ways one might want to differentiate a
multi-array vector by a vector...).

All of a sudden, I'm starting to see 2 projects out of one, depending
on the scope.

-- 
A.J. Rossini				Rsrch. Asst. Prof. of Biostatistics
BlindGlobe Networks (home/default)	rossini@blindglobe.net	
UW Biostat/Center for AIDS Research	rossini@u.washington.edu	
FHCRC/SCHARP/HIV Vaccine Trials Net	rossini@scharp.org

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[Rd] Projects
A.J. Rossini