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.

Package details

AuthorPaul Gilbert and Ravi Varadhan
MaintainerPaul Gilbert <>
Package repositoryView on CRAN
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numDeriv documentation built on June 6, 2019, 5:07 p.m.