Higher Partials of fStress

Abstract

We define *fDistances*, which generalize Euclidean distances, squared distances, and log distances. The least squares loss function to fit fDistances to dissimilarity data is *fStress*. We give formulas and R/C code to compute partial derivatives of orders one to four of fStress, relying heavily on the use of Faà di Bruno's chain rule formula for higher derivatives.

27 pages, R code, C code