Full_Name: Joerg Polzehl
Version: 2.3.1
OS: x86_64, linux-gnu
Submission from: (NULL) (62.141.176.22)
I observed an incorrect behavior of function deriv when evaluating arguments of
dnorm
deriv(~dnorm(z,0,s),"z")
expression({
.value <- dnorm(z, 0, s)
.grad <- array(0, c(length(.value), 1), list(NULL, c("z")))
.grad[, "z"] <- -(z * dnorm(z))
attr(.value, "gradient") <- .grad
.value
})
deriv(~exp(-z^2/(2*s^2))/s/sqrt(2*pi),"z")
expression({
.expr4 <- 2 * s^2
.expr6 <- exp(-z^2/.expr4)
.expr9 <- sqrt(2 * pi)
.value <- .expr6/s/.expr9
.grad <- array(0, c(length(.value), 1), list(NULL, c("z")))
.grad[, "z"] <- -(.expr6 * (2 * z/.expr4)/s/.expr9)
attr(.value, "gradient") <- .grad
.value
})
should provide the same expression but
> eval(deriv(~exp(-z^2/(2*s^2))/s/sqrt(2*pi),"z"),list(z=1,s=2))
[1] 0.1760327
attr(,"gradient")
z
[1,] -0.04400817
> eval(deriv(~dnorm(z,0,s),"z"),list(z=1,s=2))
[1] 0.1760327
attr(,"gradient")
z
[1,] -0.2419707
provide different gradients ...
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