numDeriv: Accurate Numerical Derivatives

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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.

Author
Paul Gilbert and Ravi Varadhan
Date of publication
2016-08-21 23:04:36
Maintainer
Paul Gilbert <pgilbert.ttv9z@ncf.ca>
License
GPL-2
Version
2016.8-1
URLs

View on R-Forge

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

Files in this package

numDeriv/DESCRIPTION
numDeriv/NAMESPACE
numDeriv/NEWS
numDeriv/R
numDeriv/R/num2Deriv.R
numDeriv/R/numDeriv.R
numDeriv/build
numDeriv/build/vignette.rds
numDeriv/inst
numDeriv/inst/doc
numDeriv/inst/doc/Guide.Stex
numDeriv/inst/doc/Guide.pdf
numDeriv/man
numDeriv/man/00.numDeriv.Intro.Rd
numDeriv/man/genD.Rd
numDeriv/man/grad.Rd
numDeriv/man/hessian.Rd
numDeriv/man/jacobian.Rd
numDeriv/man/numDeriv-package.Rd
numDeriv/po
numDeriv/po/R-ko.po
numDeriv/po/R-numDeriv.pot
numDeriv/tests
numDeriv/tests/BWeg.R
numDeriv/tests/CSD.R
numDeriv/tests/grad01.R
numDeriv/tests/hessian01.R
numDeriv/tests/jacobian01.R
numDeriv/tests/oneSided.R
numDeriv/tests/trig01.R
numDeriv/vignettes
numDeriv/vignettes/Guide.Stex