Ravi Varadhan: > You may want to look at the paper by Dwyer on "Some applications of matrix > derivatives in multivariate analysis" (JASA 1967), especially the Table 2 > on p. 617.
Thanks! That’s a *very* useful paper. Note there also is a small corrigenda available: Corrigenda: Some Applications of Matrix Derivatives in Multivariate Analysis Paul S. Dwyer Journal of the American Statistical Association, Vol. 62, No. 320 (Dec., 1967), p. 1518 Stable URL: http://www.jstor.org/stable/2283811 -- Karl Ove Hufthammer ______________________________________________ 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.