CHsharp (version 0.4)

numericalDerivative: Numerical Derivative of Smooth Function

Description

Cubic spline interpolation of columns of a matrix for purpose of computing numerical derivatives at a corresponding sequence of gridpoints.

Usage

numericalDerivative(x, g, k, delta=.001)

Arguments

x

numeric vector

g

numeric-valued function of x

k

number of derivatives to be computed

delta

denominator of Newton quotient approximation

Value

numeric vector of kth derivative of g(x)