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.
|Author||Paul Gilbert and Ravi Varadhan|
|Maintainer||Paul Gilbert <[email protected]>|
|Package repository||View on CRAN|
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