Dear statalist users,
I am seeking help on commands that could take numerical derivative of an arbitrary function v=f(p) in MATA. For example, I have an optimization routine for function v(p_1, p_2):
void eval0(todo, p, v, g, H)
{
m = exp(-p[1]^2 - p[2]^2 - p[1]*p[2] + p[1] - p[2])
w= p[1]^2
v=(w-m)^2
}
S = optimize_init()
optimize_init_evaluator(S, &eval0())
optimize_init_params(S, (0,0))
p = optimize(S)
The "optimize_result_gradient(S)" command would give gradient vector for function v. But is there any way to take derivatives with respect to function m() or w(), say at the optimized value of p? I tried various ways to execute the stata command "dydx" (which takes derivatives in stata environment) under Mata by using stata("dydx m p[1],generate(x)"), and didn't make it work either.
Really appreciate if someone familiar with mata could give me a hand on this. Many thanks in advance.
Kai
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