>>>>> Wagner Bonat <wbo...@gmail.com> >>>>> 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) > 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 ? The 'expm' package has slightly newer / more reliable algorithms for the matrix exponential. It also contains an expmFrechet() function which computes the Frechet derivative of the matrix exponential. I'm pretty confident -- but did not start thinking more deeply -- that this should provide the necessary parts to get partial derivatives like yours as well. Martin Maechler, ETH Zurich > Wagner Hugo Bonat > LEG - Laboratório de Estatística e Geoinformação > UFPR - Universidade Federal do Paraná ______________________________________________ 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.