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05-06-2014 09:08 AM

Hello all;

How can i find the nth derivative of an function?

for example: d^{n}/dx^{n} (exp(-x)*x^3) (for n=2)

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Posted in reply to RaniaMamdouh

05-06-2014 09:32 AM

The NLPFDD function in SAS/IML software computes the finite difference approximation of first and second derivatives for vector-values function (or scalar-valued, as you have here).

Here's an example: Optimizing? Two hints for specifying derivatives - The DO Loop

Also, if you have a time series with evenly spaced time points, you can use the DIF function in SAS/IML software or in the DATA step. See

The DIF function: Compute lagged differences and finite differences - The DO Loop

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Posted in reply to Rick_SAS

05-06-2014 10:02 AM

How i can find the 10th derivative ?

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Posted in reply to RaniaMamdouh

05-06-2014 10:09 AM

Foryour function you can find the 10th derivative analytically by repeated application of the product and chain rule. Tenth derivatives do not often arise in numerical computations.

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Posted in reply to Rick_SAS

05-06-2014 10:19 AM

Is there any example for application of the product and chain rule?

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Posted in reply to RaniaMamdouh

05-06-2014 10:38 AM

Have you taken calculus? These are just the names of the usual rules for differentiation. For example, see your calculus book or see Product rule - Wikipedia, the free encyclopedia and Chain rule - Wikipedia, the free encyclopedia

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Posted in reply to Rick_SAS

05-06-2014 02:46 PM

I mean how can i apply the product and chain rule in SAS???

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Posted in reply to RaniaMamdouh

05-06-2014 03:49 PM

SAS does not have a procedure that outputs symbolic derivatives. You will have to do it by hand or use a symbolic algebra package such as Mathematica, Maple, or Maxima.

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Posted in reply to Rick_SAS

05-06-2014 04:31 PM

Ok

thank you so much