cmna (version 1.0.5)

findiff: Finite Differences

Description

Finite differences formulas

Usage

findiff(f, x, h = x * sqrt(.Machine$double.eps))
symdiff(f, x, h = x * .Machine$double.eps^(1/3))
findiff2(f, x, h)
rdiff(f, x, n = 10, h = 1e-04)

Arguments

f

function to differentiate

x

the x-value to differentiate at

h

the step-size for evaluation

n

the maximum number of convergence steps in rdiff

Value

the value of the derivative

Details

The findiff formula uses the finite differences formula to find the derivative of f at x. The value of h is the step size of the evaluation. The function findiff2 provides the second derivative.

Examples

# NOT RUN {
findiff(sin, pi, 1e-3)
symdiff(sin, pi, 1e-3)

# }