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.

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

View on CRAN

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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