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numDeriv: Accurate Numerical Derivatives
Methods for calculating (usually) accurate numerical first and second order derivatives. Accurate calculations are done using 'Richardson''s' extrapolation or, when applicable, a complex step derivative is available. A simple difference method is also provided. Simple difference is (usually) less accurate but is much quicker than 'Richardson''s' extrapolation and provides a useful cross-check. Methods are provided for real scalar and vector valued functions.
Getting started
Browse package contents
Package details |
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| Author | Paul Gilbert and Ravi Varadhan |
| Maintainer | Paul Gilbert <pgilbert.ttv9z@ncf.ca> |
| License | GPL-2 |
| Version | 2016.8-1.1 |
| URL | http://optimizer.r-forge.r-project.org/ |
| Package repository | View on CRAN |
| Installation |
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