daniel
2dfdc7083b
add: extended interface of num.deriv and matrixImage, add: "tests", add: moved make.gmlm.family into seperate file
104 lines
3.1 KiB
R
104 lines
3.1 KiB
R
#' Numeric differentiation
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#'
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#' @example inst/examples/num_deriv.R
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#'
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#' @export
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num.deriv <- function(expr, ..., h = 1e-6, sym = FALSE) {
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sexpr <- substitute(expr)
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if (...length() != 1) {
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stop("Expectd exactly one '...' variable")
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}
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var <- ...names()[1]
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if (is.null(var)) {
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arg <- substitute(...)
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var <- if (is.symbol(arg)) as.character(arg) else "x"
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}
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if (is.language(sexpr) && !is.symbol(sexpr) && sexpr[[1]] == as.symbol("function")) {
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func <- expr
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} else {
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if (is.name(sexpr)) {
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expr <- call(as.character(sexpr), as.name(var))
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} else {
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if ((!is.call(sexpr) && !is.expression(sexpr))
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|| !(var %in% all.vars(sexpr))) {
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stop("'expr' must be a function or expression containing '", var, "'")
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}
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expr <- sexpr
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}
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args <- as.pairlist(structure(list(alist(x = )[[1]]), names = var))
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func <- as.function(c(args, expr), envir = parent.frame())
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}
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num.deriv.function(func, ..1, h = h, sym = sym)
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}
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#' @rdname num.deriv
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#' @export
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num.deriv.function <- function(FUN, X, h = 1e-6, sym = FALSE) {
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if (sym) {
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stopifnot(isSymmetric(X))
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p <- nrow(X)
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k <- seq_along(X) - 1
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mapply(function(i, j) {
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dx <- h * ((k == i * p + j) | (k == j * p + i))
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(FUN(X + dx) - FUN(X - dx)) / (2 * h)
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}, .row(dim(X)) - 1, .col(dim(X)) - 1)
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} else {
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sapply(seq_along(X), function(i) {
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dx <- h * (seq_along(X) == i)
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(FUN(X + dx) - FUN(X - dx)) / (2 * h)
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})
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}
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}
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#' @rdname num.deriv
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#' @export
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num.deriv2 <- function(FUN, X, Y, h = 1e-6, symX = FALSE, symY = FALSE) {
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if (missing(Y)) {
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num.deriv.function(function(x) {
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num.deriv.function(FUN, x, h = h, sym = symX)
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}, X, h = h, sym = symX)
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} else {
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num.deriv.function(function(y) {
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num.deriv.function(function(x) FUN(x, y), X, h = h, sym = symX)
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}, Y, h = h, sym = symY)
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}
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}
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### Interface Idea / Demo
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# num.deriv2.function
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# num.deriv2 <- function(expr, var) {
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# sexpr <- substitute(expr)
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# svar <- substitute(var)
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#
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# if (is.language(sexpr) && !is.symbol(sexpr) && sexpr[[1]] == as.symbol("function")) {
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# func <- expr
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# } else {
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# if (is.name(sexpr)) {
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# expr <- call(as.character(sexpr), as.name(svar))
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# } else {
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# if ((!is.call(sexpr) && !is.expression(sexpr))
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# || !(as.character(svar) %in% all.vars(sexpr))) {
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# stop("'expr' must be a function or expression containing '",
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# as.character(svar), "'")
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# }
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# expr <- sexpr
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# }
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#
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# args <- as.pairlist(structure(list(alist(x = )[[1]]), names = as.character(svar)))
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# func <- as.function(c(args, expr), envir = parent.frame())
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# }
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#
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# num.deriv2.function(func, var)
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# }
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# y <- c(pi, exp(1), (sqrt(5) + 1) / 2)
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# num.deriv2(function(x) x^2 + y, x)(1:3)
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# num.deriv2(x^2 + y, x)(1:3)
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# func <- function(x) x^2 + y
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# num.deriv2(func, x)(1:3)
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# func2 <- function(z = y, x) x^2 + z
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# num.deriv2(func2, x)(1:3)
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