R/cd.R

In ptmixed: Poisson-Tweedie Generalized Linear Mixed Model

cd <- function (x, f, ..., eps = 0.001) {
  n <- length(x)
  res <- numeric(n)
  ex <- pmax(abs(x), 1)
  for (i in 1:n) {
    x1 <- x2 <- x
    x1[i] <- x[i] + eps * ex[i]
    x2[i] <- x[i] - eps * ex[i]
    diff.f <- c(f(x1, ...) - f(x2, ...))
    diff.x <- x1[i] - x2[i]
    res[i] <- diff.f/diff.x
  }
  res
}