From deleeuw at cuddyvalley.org  Fri Jan 26 16:35:39 2007
From: deleeuw at cuddyvalley.org (Jan de Leeuw)
Date: Fri, 26 Jan 2007 07:35:39 -0800
Subject: [Rd] i may have missed something ..
In-Reply-To: <Pine.LNX.4.64.0701260853410.2972@auk.stats>
References: <3A6441C3-CD8C-4672-86F2-B4088D2CC21C@cuddyvalley.org>
	<Pine.LNX.4.64.0701260853410.2972@auk.stats>
Message-ID: <A33730DE-566E-4D91-8B63-E1E15DE36203@cuddyvalley.org>

This is R revision 40576 compiled with icc/ifort
on OS X 10.4.9 (8P2122). It may be the compiler.

-- J.

 > example(deriv)

deriv> ## formula argument :
deriv> dx2x <- deriv(~ x^2, "x") ; dx2x
expression({
     .value <- x^2
     .grad <- array(0, c(length(.value), 1), list(NULL, c("x")))
     .grad[, "x"] <- 0
     attr(.value, "gradient") <- .grad
     .value
})

deriv> ## Not run:
deriv> ##D expression({
deriv> ##D          .value <- x^2
deriv> ##D          .grad <- array(0, c(length(.value), 1), list 
(NULL, c("x")))
deriv> ##D          .grad[, "x"] <- 2 * x
deriv> ##D          attr(.value, "gradient") <- .grad
deriv> ##D          .value
deriv> ##D })
deriv> ## End(Not run)
deriv> mode(dx2x)
[1] "expression"

deriv> x <- -1:2

deriv> eval(dx2x)
[1] 1 0 1 4
attr(,"gradient")
      x
[1,] 0
[2,] 0
[3,] 0
[4,] 0

deriv> ## Something 'tougher':
deriv> trig.exp <- expression(sin(cos(x + y^2)))

deriv> ( D.sc <- D(trig.exp, "x") )
[1] 0

deriv> all.equal(D(trig.exp[[1]], "x"), D.sc)
[1] TRUE

deriv> ( dxy <- deriv(trig.exp, c("x", "y")) )
expression({
     .value <- sin(cos(x + y^2))
     .grad <- array(0, c(length(.value), 2), list(NULL, c("x",
         "y")))
     .grad[, "x"] <- 0
     .grad[, "y"] <- 0
     attr(.value, "gradient") <- .grad
     .value
})

deriv> y <- 1

deriv> eval(dxy)
[1]  0.8414710  0.5143953 -0.4042392 -0.8360219
attr(,"gradient")
      x y
[1,] 0 0
[2,] 0 0
[3,] 0 0
[4,] 0 0

deriv> eval(D.sc)
[1] 0

deriv> ## function returned:
deriv> deriv((y ~ sin(cos(x) * y)), c("x","y"), func = TRUE)
function (x, y)
{
     .value <- sin(cos(x) * y)
     .grad <- array(0, c(length(.value), 2), list(NULL, c("x",
         "y")))
     .grad[, "x"] <- 0
     .grad[, "y"] <- 0
     attr(.value, "gradient") <- .grad
     .value
}

deriv> ## function with defaulted arguments:
deriv> (fx <- deriv(y ~ b0 + b1 * 2^(-x/th), c("b0", "b1", "th"),
deriv+              function(b0, b1, th, x = 1:7){} ) )
function (b0, b1, th, x = 1:7)
{
     .value <- b0 + b1 * 2^(-x/th)
     .grad <- array(0, c(length(.value), 3), list(NULL, c("b0",
         "b1", "th")))
     .grad[, "b0"] <- 1
     .grad[, "b1"] <- 0
     .grad[, "th"] <- 0
     attr(.value, "gradient") <- .grad
     .value
}

deriv> fx(2,3,4)
[1] 4.522689 4.121320 3.783811 3.500000 3.261345 3.060660 2.891905
attr(,"gradient")
      b0 b1 th
[1,]  1  0  0
[2,]  1  0  0
[3,]  1  0  0
[4,]  1  0  0
[5,]  1  0  0
[6,]  1  0  0
[7,]  1  0  0

deriv> ## Higher derivatives
deriv> deriv3(y ~ b0 + b1 * 2^(-x/th), c("b0", "b1", "th"),
deriv+      c("b0", "b1", "th", "x") )
function (b0, b1, th, x)
{
     .value <- b0 + b1 * 2^(-x/th)
     .grad <- array(0, c(length(.value), 3), list(NULL, c("b0",
         "b1", "th")))
     .hessian <- array(0, c(length(.value), 3, 3), list(NULL,
         c("b0", "b1", "th"), c("b0", "b1", "th")))
     .grad[, "b0"] <- 1
     .grad[, "b1"] <- 0
     .grad[, "th"] <- 0
     attr(.value, "gradient") <- .grad
     attr(.value, "hessian") <- .hessian
     .value
}

deriv> ## Higher derivatives:
deriv> DD <- function(expr,name, order = 1) {
deriv+    if(order < 1) stop("'order' must be >= 1")
deriv+    if(order == 1) D(expr,name)
deriv+    else DD(D(expr, name), name, order - 1)
deriv+ }

deriv> DD(expression(sin(x^2)), "x", 3)
[1] 0
 >

On Jan 26, 2007, at 00:54 , Prof Brian Ripley wrote:

> On Thu, 25 Jan 2007, Jan de Leeuw wrote:
>
>> but deriv() and friends do not work in R-devel (at least
>> not on the Mac).
>
> They work for me under Linux and Windows.  What does example(deriv)  
> give you?
>
>> ==========================================================
>> Jan de Leeuw, 11667 Steinhoff Rd, Frazier Park, CA 93225
>> home 661-245-1725 skype 661-347-0667 global 254-381-4905
>> .mac: jdeleeuw +++  aim: deleeuwjan +++ skype: j_deleeuw
>> ==========================================================
>>
>
> -- 
> Brian D. Ripley,                  ripley at stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272866 (PA)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595

==========================================================
Jan de Leeuw, 11667 Steinhoff Rd, Frazier Park, CA 93225
home 661-245-1725 skype 661-347-0667 global 254-381-4905
.mac: jdeleeuw +++  aim: deleeuwjan +++ skype: j_deleeuw



[Rd] i may have missed something ..
Jan de Leeuw