tensor_predictors/tensorPredictors/R/num_deriv.R

#' Numeric differentiation
#'
#' @example inst/examples/num_deriv.R
#'
#' @export
num.deriv <- function(expr, ..., h = 1e-6, sym = FALSE) {
    sexpr <- substitute(expr)
    if (...length() != 1) {
        stop("Expectd exactly one '...' variable")
    }
    var <- ...names()[1]
    if (is.null(var)) {
        arg <- substitute(...)
        var <- if (is.symbol(arg)) as.character(arg) else "x"
    }

    if (is.language(sexpr) && !is.symbol(sexpr) && sexpr[[1]] == as.symbol("function")) {
        func <- expr
    } else {
        if (is.name(sexpr)) {
            expr <- call(as.character(sexpr), as.name(var))
        } else {
            if ((!is.call(sexpr) && !is.expression(sexpr))
            || !(var %in% all.vars(sexpr))) {
                stop("'expr' must be a function or expression containing '", var, "'")
            }
            expr <- sexpr
        }

        args <- as.pairlist(structure(list(alist(x = )[[1]]), names = var))
        func <- as.function(c(args, expr), envir = parent.frame())
    }

    num.deriv.function(func, ..1, h = h, sym = sym)
}

#' @rdname num.deriv
#' @export
num.deriv.function <- function(FUN, X, h = 1e-6, sym = FALSE) {
    if (sym) {
        stopifnot(isSymmetric(X))
        p <- nrow(X)
        k <- seq_along(X) - 1
        mapply(function(i, j) {
            dx <- h * ((k == i * p + j) | (k == j * p + i))
            (FUN(X + dx) - FUN(X - dx)) / (2 * h)
        }, .row(dim(X)) - 1, .col(dim(X)) - 1)
    } else {
        sapply(seq_along(X), function(i) {
            dx <- h * (seq_along(X) == i)
            (FUN(X + dx) - FUN(X - dx)) / (2 * h)
        })
    }
}

#' @rdname num.deriv
#' @export
num.deriv2 <- function(FUN, X, Y, h = 1e-6, symX = FALSE, symY = FALSE) {
    if (missing(Y)) {
        num.deriv.function(function(x) {
            num.deriv.function(FUN, x, h = h, sym = symX)
        }, X, h = h, sym = symX)
    } else {
        num.deriv.function(function(y) {
            num.deriv.function(function(x) FUN(x, y), X, h = h, sym = symX)
        }, Y, h = h, sym = symY)
    }
}


### Interface Idea / Demo
# num.deriv2.function
# num.deriv2 <- function(expr, var) {
#     sexpr <- substitute(expr)
#     svar <- substitute(var)
#
#     if (is.language(sexpr) && !is.symbol(sexpr) && sexpr[[1]] == as.symbol("function")) {
#         func <- expr
#     } else {
#         if (is.name(sexpr)) {
#             expr <- call(as.character(sexpr), as.name(svar))
#         } else {
#             if ((!is.call(sexpr) && !is.expression(sexpr))
#             || !(as.character(svar) %in% all.vars(sexpr))) {
#                 stop("'expr' must be a function or expression containing '",
#                     as.character(svar), "'")
#             }
#             expr <- sexpr
#         }
#
#         args <- as.pairlist(structure(list(alist(x = )[[1]]), names = as.character(svar)))
#         func <- as.function(c(args, expr), envir = parent.frame())
#     }
#
#     num.deriv2.function(func, var)
# }
# y <- c(pi, exp(1), (sqrt(5) + 1) / 2)
# num.deriv2(function(x) x^2 + y, x)(1:3)
# num.deriv2(x^2 + y, x)(1:3)
# func <- function(x) x^2 + y
# num.deriv2(func, x)(1:3)
# func2 <- function(z = y, x) x^2 + z
# num.deriv2(func2, x)(1:3)