AW: [R] numericDeriv and ecdf

Prof Brian Ripley <ripley at stats.ox.ac.uk> writes:

An empirical CDF is a step function: it does not have a derivative at the 
jump points, and has a zero derivative everywhere else.

What is this function `numericDerivative': do you mean `numericDeriv'?
If so, it seems to be intended for differentiable functions, and
calculates one-sided derivatives.  In your example the one-sided 
derivatives are all zero.

Also, the call must be wrong, try this:

z <- 0
numericDeriv(quote(e(x-z)),"z");

[1] 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
attr(,"gradient")
          [,1]
 [1,] -6710886
 [2,] -6710886
 [3,] -6710886
 [4,] -6710886
 [5,] -6710886
 [6,] -6710886
 [7,] -6710886
 [8,] -6710886
 [9,] -6710886
[10,] -6710886

whereas e(x+z) gives you all zeroes. (An option for deciding between
left-sided, right-sided, and central derivates could be a nice
extension, BTW).

O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907