numDeriv v2016.8-1


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by Paul Gilbert

Accurate Numerical Derivatives

Methods for calculating (usually) accurate numerical first and second order derivatives. Accurate calculations are done using 'Richardson''s' extrapolation or, when applicable, a complex step derivative is available. A simple difference method is also provided. Simple difference is (usually) less accurate but is much quicker than 'Richardson''s' extrapolation 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
00.numDeriv.Intro Accurate Numerical Derivatives
hessian Calculate Hessian Matrix
genD Generate Bates and Watts D Matrix
jacobian Gradient of a Vector Valued Function
grad Numerical Gradient of a Function
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LazyLoad yes
ByteCompile yes
License GPL-2
Copyright 2006-2011, Bank of Canada. 2012-2016, Paul Gilbert
NeedsCompilation no
Packaged 2016-08-21 23:03:32 UTC; paul
Repository CRAN
Date/Publication 2016-08-27 00:25:32

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