but maybe of use to some: http://gifi.stat.ucla.edu/psychoR/derivatives
Computes generalized eigenvalue solutions Ax=\lambda Bx and generalized singular value solutions Rz=\gamma Px and R'x=\gamma Qy for matrices that are differentiable functions of a vector of parameters. Along with the decomposition the code returns arrays with all first-order partial derivatives of the values/vector wrt the parameters. This makes it easy to apply the delta method to CA, CCA, MCA, PCA and friends. But on a really large example you may be in for an unpleasant surprise. There is also a paper with the formulas in the same directory. Note that Patrick Mair and I are in the process of converting some of the psychoR repository into CRAN packages and JSS papers/snippets. === Jan de Leeuw; Distinguished Professor and Chair, UCLA Department of Statistics; Director: UCLA Center for Environmental Statistics (CES); Editor: Journal of Multivariate Analysis, Journal of Statistical Software; US mail: 8125 Math Sciences Bldg, Box 951554, Los Angeles, CA 90095-1554 phone (310)-825-9550; fax (310)-206-5658; email: [EMAIL PROTECTED] .mac: jdeleeuw +++ skype: j_deleeuw +++ homepage: http://www.cuddyvalley.org ------------------------------------------------------------------------------------------------- No matter where you go, there you are. --- Buckaroo Banzai http://gifi.stat.ucla.edu/sounds/nomatter.au ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
