numerical derivative R help

Please do not do multiple postings.

You do not need numerical derivative, but a refresher course in calculus.

fitterma.deriv <- function(xtime) {

a <- -0.09144115

b <- -0.01335756

c <- -2.368057

d <- -0.00600052

deriv <- b * exp(a + b*xtime) + d * exp(c + d * xtime)
return(deriv)

}

require(numDeriv)

xtime <- seq(0, 1, length=100)

deriv.exact <- fitterma.deriv(xtime)

deriv.num <- grad(x=xtime, func=fitterma)

all.equal(deriv.exact, deriv.num)

[1] TRUE

Hope this is helpful,
Ravi.

____________________________________________________________________

Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu


----- Original Message -----
From: Parminder Mankoo <pkmankoo09 at gmail.com>
Date: Tuesday, July 6, 2010 7:03 pm
Subject: [R] numerical derivative R help
To: r-help at r-project.org

I fit my CDF to sum of exponentials and now I want to take the numerical
 derivative of this function to obtain probability density.I will really
 appreciate your help reagrding the error messages I am getting which 
I don't
 understand.
 
 *
 *
 

 > fitterma <- function(xtime) {

 
 a <- -0.09144115
 
 b <- -0.01335756
 
 c <- -2.368057
 
 d <- -0.00600052
 
 return(exp(a+b*xtime)+exp(c+d*xtime))
 
 }
 
 

 > numericDeriv(fitterma,"xtime")

 
 
 *Error in numericDeriv(fitterma, "xtime") : *
 
 *  cannot coerce type 'closure' to vector of type 'double'*
 
 *
 *
 
 *Thanks,*
 
 *parmee*
 
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