acopula (version 0.9.4)

nderive: Numerical derivative

Description

Linear approximation to function partial derivatives of arbitrary order and dimension.

Usage

nderive(fun, point = c(0), order = c(1), difference = 1e-04, area = c(0, 1, -1))

Value

Numeric.

Arguments

fun

function. Arguments can be in sequence or single vector.

point

numeric vector. Where to evaluate the derivative.

order

numeric vector of orders for each variable.

difference

numeric. A change in the variable that (by limit) is to approach zero.

area

numeric. One of {0,1,-1} representing two-sided, right-sided or left-sided limit, respectively.

Author

Tomas Bacigal

See Also

nintegrate

Examples

##density of a bivariate Gumbel copula evaluated in point c(0.5,0.6)
nderive(fun = function(x) pCopula(x,genGumbel(),gpar=3.5), point = c(0.5,0.6),
        order = c(1,1))