search for: thetao

...ying to obtain numerical derivative of a probability computed with mvtnorm with respect to its parameters using grad() and jacobian() from NumDeriv. To simplify the matter, here is an example: PP1 <- function(p){ thetac <- p thetae <- 0.323340333 thetab <- -0.280970036 thetao <- 0.770768082 ssigma <- diag(4) ssigma[1,2] <- 0.229502120 ssigma[1,3] <- 0.677949335 ssigma[1,4] <- 0.552907745 ssigma[2,3] <- 0.784263100 ssigma[2,4] <- 0.374065025 ssigma[3,4] <- 0.799238700 ssigma[2,1] <- ssigma[1,2] ssigma[3,1] &l...