[R] Derivative of expm function

[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 in relation the
parameters par1, par2 and rho. Some idea ?

-- 
Wagner Hugo Bonat
LEG - Laboratório de Estatística e Geoinformação
UFPR - Universidade Federal do Paraná

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