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 <pgilbert.ttv9z@ncf.ca>
LicenseGPL-2
Version2020.2-1
URL http://optimizer.r-forge.r-project.org/
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("numDeriv", repos="http://R-Forge.R-project.org")

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numDeriv documentation built on Feb. 3, 2020, 3 a.m.