Re: [Rd] Extending deriv3()

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Mon, 15 Oct 2007 16:40:08 +0100 (BST)

BTW, this has come up several times before, e.g.

http://tolstoy.newcastle.edu.au/R/e2/help/07/08/22447.html

is a call for patches.

On Mon, 15 Oct 2007, Prof Brian Ripley wrote:

> On Mon, 15 Oct 2007, Thomas Yee wrote:
>
>> Hello,
>>
>> I was wondering if the functions deriv3(), deriv() etc. could be extended
>> to handle psigamma() and its special cases (digamma(), trigamma()
>> etc.). From the error message it seems that 'psigamma' needs to be
>> added to the derivatives table.
>> This might be easy since psigamma() has a deriv argument.
>
> If you look at ?deriv you will see that it only knows about functions *of
> one argument* and operators. So it would be easy to add digamma(x) and
> psigamma(x) (and I will do so shortly), it would not be so easy to add
> psigamma(x, deriv).

I've now implemented that in R-devel, including the 'not so easy' case.

>> Additionally, this error message is also obtained when requesting for
>> the Hessian of the gamma and lgamma functions:
>>
>> d3 = deriv(~ gamma(y), namev="y", hessian= TRUE)
>> d3 = deriv(~ lgamma(y), namev="y", hessian= TRUE)
>>
>> Another class of special functions worth adding are the Bessel functions.
>
> Well, you can always submit a patch ....
>
> Note that deriv() in R differs from that in S in being done in C and hence
> not being user-extensible. A long time ago that had an advantage: S's
> deriv could be very slow and take a lot of memory by the standards of the
> early 1990's. Rather than work on adding yet more special cases it would
> seem better to work on making it user-extensible.
>
>

-- 
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

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