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notEvil avatar notEvil commented on July 19, 2024

Of course, I found what the Deriv_... should be. pnorm is not in the drule environment. Why this doesn't stop Deriv from returning something I can't tell. Usually it complains as soon as there is some rule missing.

for now I use the following rule which seems valid (checked with numDeriv). You should consider adding this to the builtins

assign('pnorm', alist(q=dnorm(q, mean, sd), mean=-dnorm(q, mean, sd), sd=dnorm(q, mean, sd)*(mean - q)/sd), envir=Deriv::drule)

btw, great work

from deriv.

sgsokol avatar sgsokol commented on July 19, 2024

It was Simplify() who catched unduly an error message about unknown function.
It is fixed in the version 3.5
Thx

from deriv.

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