numDeriv (version 2016.8-1.1)

Accurate Numerical Derivatives

Description

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.

Copy Link

Version

Down Chevron

Install

install.packages('numDeriv')

Monthly Downloads

336,065

Version

2016.8-1.1

License

GPL-2

Maintainer

Last Published

June 6th, 2019

Functions in numDeriv (2016.8-1.1)