The DO Loop

Statistical programming in SAS with an emphasis on SAS/IML programs
Analytics | Programming Tips
Rick Wicklin 0
Finite-difference derivatives of vector-valued functions

I previously showed how to use SAS to compute finite-difference derivatives for smooth scalar-valued functions of several variables. You can use the NLPFDD subroutine in SAS/IML software to approximate the gradient vector (first derivatives) and the Hessian matrix (second derivatives). The computation uses finite-difference derivatives to approximate the derivatives. The

Analytics | Programming Tips
Rick Wicklin 1
Finite-difference derivatives in SAS

Many applications in mathematics and statistics require the numerical computation of the derivatives of smooth multivariate functions. For simple algebraic and trigonometric functions, you often can write down expressions for the first and second partial derivatives. However, for complicated functions, the formulas can get unwieldy (and some applications do not

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