subject:"\[R\] Derivative of expm function"

Re: [R] Derivative of expm function

2014-04-24 Thread Martin Maechler

> Wagner Bonat > on Wed, 23 Apr 2014 12:12:17 +0200 writes: > Hi all ! > I am look for some efficient method to compute the derivative of > exponential matrix function in R. For example, I have a simple matrix like > log.Sigma <- matrix(c(par1, rho, rho, par2),2,2)

[R] Derivative of expm function

2014-04-23 Thread Wagner Bonat

Hi all ! I am look for some efficient method to compute the derivative of exponential matrix function in R. For example, I have a simple matrix like log.Sigma <- matrix(c(par1, rho, rho, par2),2,2) require(Matrix) Sigma <- expm(log.Sigma) I want some method to compute the derivatives of Sigma