Dear All,
I have been trying to compute "exact" derivatives in R using the idea of
complex-step derivatives. This is a really, really cool idea. It gives
"exact" derivatives by using a very small, complex step (e.g. 1.e-15i).
Unfortunately, I cannot implement this in R as the "complex arithme
=5F=5F=5F=5F
Ravi Varadhan=2C Ph=2ED=2E
Assistant Professor=2C
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph=2E (410) 502-2619
email=3A rvaradhan=40jhmi=2Eedu
- Original Message -
From=3A Peter Dalgaard =3CP=2EDalgaard=40biostat=2Eku=2Edk
Full_Name: Ravi Varadhan
Version: 2.8.1
OS: Windows
Submission from: (NULL) (162.129.251.19)
Inverting a matrix with solve(), but using LAPACK=TRUE, gives erroneous
results:
Here is an example:
hilbert <- function(n) { i <- 1:n; 1 / outer(i - 1, i, "+") }
h5 <- hilbert(5)
h
