Finite Differences

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Description

Finite differences formulas

Usage

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findiff(f, x, h = x * sqrt(.Machine$double.eps))

symdiff(f, x, h = x * .Machine$double.eps^(1/3))

findiff2(f, x, h)

rdiff(f, x, n = 10, h = 1e-04)

Arguments

f

function to differentiate

x

the x-value to differentiate at

h

the step-size for evaluation

n

the maximum number of convergence steps in rdiff

Details

The findiff formula uses the finite differences formula to find the derivative of f at x. The value of h is the step size of the evaluation. The function findiff2 provides the second derivative.

Value

the value of the derivative

Examples

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findiff(sin, pi, 1e-3)
symdiff(sin, pi, 1e-3)

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