numericalDerivative: Numerical Derivative of Smooth Function
Description
Cubic spline interpolation of columns of a matrix for
purpose of computing numerical derivatives at a corresponding
sequence of gridpoints.
Usage
numericalDerivative(x, g, k, delta=.001)
Value
numeric vector of kth derivative of g(x)
Arguments
- x
numeric vector
- g
numeric-valued function of x
- k
number of derivatives to be computed
- delta
denominator of Newton quotient approximation