| check.dist.gradient | R Documentation |
Evaluates the gradient function of a distribution object and compares it to a numeric gradient computed from the log density function.
check.dist.gradient(ds, x, h=1e-7)
ds |
A distribution object with defined log density and gradient functions. |
x |
A point inside the support of |
h |
An offset from |
check.dist.gradient computes the numeric derivative of
ds$log.density at x in each of its coordinates and
compares this to the value returned by ds$grad.log.density.
If the relative error is greater than 0.001, an error is
reported.
This function can be used when defining a distribution to ensure that the gradient function is implemented correctly.
make.dist
check.dist.gradient(N2weakcor.dist, runif(2))