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.

AuthorPaul Gilbert and Ravi Varadhan
Date of publication2016-08-21 23:04:36
MaintainerPaul Gilbert <pgilbert.ttv9z@ncf.ca>
LicenseGPL-2
Version2016.8-1
http://optimizer.r-forge.r-project.org/

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