Your calculation can be thought of as a function from R^m to R^(n*n),
and functions in numDeriv can be used to calculate a numerical
approximation to the derivative of the function. However, the functions
in numDeriv try to calculate accurate approximations, as opposed to
quick approximations l
Hello R-help,
I need to compute matrices of first derivatives of a covariance matrix C
with entries given by c_ij=theta*exp(-0.5* sum(eta*(x[i,]-x[j,])^2)), wrt to
elements of eta, a m-dimensional vector of parameters, given a n*m data
matrix x. So far, I have been computing matrices for each para
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