numerical_differentiation: Numerical Differentiation

In boostmath: 'R' Bindings for the 'Boost' Math Functions

Numerical Differentiation

Description

Functions for numerical differentiation using finite difference methods and complex step methods.

Usage

finite_difference_derivative(f, x, order = 1)

complex_step_derivative(f, x)

Arguments

f	A function to differentiate. It should accept a single numeric value and return a single numeric value.
x	The point at which to evaluate the derivative.
order	The order of accuracy of the derivative to compute. Default is 1.

Value

The approximate value of the derivative at the point x.

Examples

# Finite difference derivative of sin(x) at pi/4
finite_difference_derivative(sin, pi / 4)
# Complex step derivative of exp(x) at 1.7
complex_step_derivative(exp, 1.7)

boostmath documentation built on Dec. 15, 2025, 5:07 p.m.