numDeriv: Accurate Numerical Derivatives
Version 2016.8-1

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.

Package details

AuthorPaul Gilbert and Ravi Varadhan
Date of publication2016-08-27 00:25:32
MaintainerPaul Gilbert <[email protected]>
LicenseGPL-2
Version2016.8-1
URL http://optimizer.r-forge.r-project.org/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("numDeriv")

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numDeriv documentation built on May 29, 2017, 3:54 p.m.