Deriv (version 3.8.2)

Deriv-package: Symbolic Differentiation

Description

R already contains two differentiation functions: D and deriv.

R's existing functions have several limitations:

• the derivatives table can't be modified at runtime, and is only available in C.

• function cannot substitute function calls. eg:

  f <- function(x, y) x + y; deriv(~f(x, x^2), "x")

The advantages of this package include:

• It is entirely written in R, so would be easier to maintain.

• Can differentiate function calls:

  • if the function is in the derivative table, then the chain rule is applied.

  • if the function is not in the derivative table (or it is anonymous), then the function body is substituted in.

  • these two methods can be mixed. An entry in the derivative table need not be self-contained -- you don't need to provide an infinite chain of derivatives.

• It's easy to add custom entries to the derivatives table, e.g.

  drule[["cos"]] <- alist(x=-sin(x))

• The output can be an executable function, which makes it suitable for use in optimization problems.

Details

Package:	Deriv
Type:	Package
Version:	3.8.2
Date:	2017-10-16
License:	GPL (>= 3)

Two main functions are Deriv() for differentiating and Simplify() for simplifying symbolically.

References

https://andrewclausen.net/computing/deriv.html

See Also

D, deriv, packages Ryacas, rSymPy

Examples

# NOT RUN {
f <- function(x) x^2
# }
# NOT RUN {
Deriv(f)
# }
# NOT RUN {
# function (x)
# 2 * x
# }