numDeriv v2016.8-1.1
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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 | |
| grad | Numerical Gradient of a Function | |
| numDeriv-package | Accurate Numerical Derivatives | |
| jacobian | Gradient of a Vector Valued Function | |
| 00.numDeriv.Intro | Accurate Numerical Derivatives | |
| hessian | Calculate Hessian Matrix | |
| genD | Generate Bates and Watts D Matrix | |
| No Results! | ||
Vignettes of numDeriv
| Name | ||
| Guide.Stex | ||
| No Results! | ||
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Details
| LazyLoad | yes |
| ByteCompile | yes |
| License | GPL-2 |
| Copyright | 2006-2011, Bank of Canada. 2012-2016, Paul Gilbert |
| URL | http://optimizer.r-forge.r-project.org/ |
| NeedsCompilation | no |
| Packaged | 2019-06-04 11:04:44 UTC; hornik |
| Repository | CRAN |
| Date/Publication | 2019-06-06 09:51:09 UTC |
| depends | R (>= 2.11.1) |
| Contributors | Ravi Varadhan, Paul Gilbert |
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