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I have a function in 5 variables, lkl, and I want to evaluate its second derivative wrt tau at a point. (I will also later want the mixed partials.) Here is my function and its second partial:

lkl[\[Mu]_, \[Tau]_, s_, crit_, 
  y_] := -Log[Sqrt[\[Tau]^2 + s^2]*Sqrt[2 \[Pi]]] - {0.5*
    Sqrt[\[Tau]^2 + s^2]^(-2)*(y - \[Mu])^2} - 
  Log[CDF[
    NormalDistribution[0, 1], (crit*s - \[Mu])/Sqrt[\[Tau]^2 + s^2]]]

d22 := D[lkl[\[Mu], \[Tau], s, crit, y], {\[Tau], 2}]

Following the top answer here, I first tried to evaluate the derivative as follows:

d22 /. {\[Mu] -> 0.1, \[Tau] -> 1, s -> .5, crit -> 1.96, y -> 0.5}

but this yields

General::ivar: 1 is not a valid variable.

as well as the output: $$\partial_{\{1,2\}}\{-0.851658\}$$

The -0.851658 is actually the value of lkl itself evaluated at this point, which is obviously a problem, but I don't know how to fix this.

Then, following the top answer here, I tried:

d22[\[Mu]_, \[Tau]_, s_, crit_, y_] := 
 Derivative[2][lkl[\[Mu], #, s, crit, y] &][\[Tau]]

which throws the same error, along with new one saying

SetDelayed: Tag D in [...] is Protected.
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1 Answer 1

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Try with a fresh kernel. It works fine on V12.0.0

print

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  • $\begingroup$ Well, that was easy! Just for my edification as a new user, this seems to imply there were stored variables that somehow messed up the evaluation? $\endgroup$
    – half-pass
    Commented Apr 20, 2022 at 14:45
  • 1
    $\begingroup$ @half-pass yes, some underlying definitions from previous commands that got carried around and caused issues. Don't worry. It happens daily all over the world :) $\endgroup$
    – bmf
    Commented Apr 20, 2022 at 14:50

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