numDeriv (version 2012.3-1)

numDeriv-package: Accurate Numerical Derivatives

Description

Calculate (accurate) numerical approximations to derivatives.

Details

ll{ Package: numDeriv Depends: R (>= 1.8.1) License: GPL Version 2. (See LICENSE file.) } The main functions are grad to calculate the gradient (first derivative) of a scalar real valued function (possibly applied to all elements of a real vector argument).

jacobian to calculate the gradient of a real m-vector valued function with real n-vector argument.

hessian to calculate the Hessian (second derivative) of a scalar real valued function with real n-vector argument.

genD to calculate the gradient and second derivative of a real m-vector valued function with real n-vector argument.

References

Linfield, G. R. and Penny, J. E. T. (1989) Microcomputers in Numerical Analysis. New York: Halsted Press.

Fornberg and Sloan, (1994) Acta Numerica, p. 203-267; Table 1, page 213)