numDeriv v2012.3-1


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by Paul Gilbert

Accurate Numerical Derivatives

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.

Functions in numDeriv

Name Description
numDeriv-package Accurate Numerical Derivatives
genD Generate Bates and Watts D Matrix
jacobian Gradient of a Vector Valued Function
grad Numerical Gradient of a Function
00.numDeriv.Intro Accurate Numerical Derivatives
hessian Calculate Hessian Matrix
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LazyLoad yes
License GPL-2 | file LICENSE
URL http:
Repository CRAN
Repository/R-Forge/Project optimizer
Repository/R-Forge/Revision 586
Packaged 2012-03-27 02:22:41 UTC; rforge
Date/Publication 2012-03-27 12:54:30

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