numDeriv (version 2012.3-1)
Accurate Numerical Derivatives
Description
This package provide methods for calculating (usually)
accurate numerical first and second order derivatives. Accurate
calculations are done using Richardson's extrapolation, but a
simple difference method is also provided. Simple difference is
(usually) less accurate but is much quicker and provides a
useful cross-check. Methods are provided for real scalar and
vector valued functions.