Hi all !
I am look for some efficient method to compute the derivative of
exponential matrix function in R. For example, I have a simple matrix like
log.Sigma <- matrix(c(par1, rho, rho, par2),2,2)
require(Matrix)
Sigma <- expm(log.Sigma)
I want some method to compute the derivatives of Sigma in relation the
parameters par1, par2 and rho. Some idea ?
--
Wagner Hugo Bonat
LEG - Laboratório de EstatÃstica e Geoinformação
UFPR - Universidade Federal do Paraná
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