numDeriv

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.

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Description file content

Package
numDeriv
Version
2016.8-1.1
Title
Accurate Numerical Derivatives
Description
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.
Depends
R (>= 2.11.1)
LazyLoad
yes
ByteCompile
yes
License
GPL-2
Copyright
2006-2011, Bank of Canada. 2012-2016, Paul Gilbert
Author
Paul Gilbert and Ravi Varadhan
Maintainer
Paul Gilbert
URL
NeedsCompilation
no
Packaged
2019-06-04 11:04:44 UTC; hornik
Repository
CRAN
Date/Publication
2019-06-06 09:51:09 UTC

install.packages('numDeriv')

2016.8-1.1

19 days ago

http://optimizer.r-forge.r-project.org/

Paul Gilbert

GPL-2

Depends on

R (>= 2.11.1)

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