numerical partial derivative in MatLab

Question

How can I compute the numerical partial derivative of a probability density function (PDF) in Matlab? I\'m not looking for a solution using automatic differences or a symbol

Answer 1

My understanding is that arg and mu are constant and sigma varies. This is an obvious approximation:

arg = 0;
mu = 0;
incr = 0.0001;
sigma = incr:incr:1.5;

f = normpdf(arg,mu,sigma);
d = diff(f) / incr;
plot(sigma(2:end), d, '.')
set(gca, 'XLim', [0.05 1.5])