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.

AuthorPaul Gilbert and Ravi Varadhan
Date of publication2016-08-27 00:25:32
MaintainerPaul Gilbert <pgilbert.ttv9z@ncf.ca>
LicenseGPL-2
Version2016.8-1
URL http://optimizer.r-forge.r-project.org/
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("numDeriv")

Getting started

Package overview

Popular man pages

00.numDeriv.Intro: Accurate Numerical Derivatives
genD: Generate Bates and Watts D Matrix
grad: Numerical Gradient of a Function
hessian: Calculate Hessian Matrix
jacobian: Gradient of a Vector Valued Function
numDeriv-package: Accurate Numerical Derivatives
See all...

All man pages Function index File listing

Man pages

00.numDeriv.Intro: Accurate Numerical Derivatives
genD: Generate Bates and Watts D Matrix
grad: Numerical Gradient of a Function
hessian: Calculate Hessian Matrix
jacobian: Gradient of a Vector Valued Function
numDeriv-package: Accurate Numerical Derivatives

Functions

00.numDeriv.Intro Man page
genD Man page Source code
genD.default Man page Source code
grad Man page Source code
grad.default Man page Source code
hessian Man page Source code
hessian.default Man page Source code
jacobian Man page Source code
jacobian.default Man page Source code
numDeriv-package Man page
numDeriv.Intro Man page

Files

po
po/R-numDeriv.pot
po/R-ko.po
inst
inst/doc
inst/doc/Guide.Stex
inst/doc/Guide.pdf
tests
tests/trig01.R
tests/grad01.R
tests/CSD.R
tests/BWeg.R
tests/hessian01.R
tests/jacobian01.R
tests/oneSided.R
NAMESPACE
NEWS
R
R/numDeriv.R
R/num2Deriv.R
vignettes
vignettes/Guide.Stex
MD5
build
build/vignette.rds
DESCRIPTION
man
man/genD.Rd
man/numDeriv-package.Rd
man/jacobian.Rd
man/hessian.Rd
man/00.numDeriv.Intro.Rd
man/grad.Rd
numDeriv documentation built on May 19, 2017, 1:43 p.m.