Package: numDeriv 2022.9-1

Paul Gilbert

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.

Authors:Paul Gilbert and Ravi Varadhan

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NEWS

# Install 'numDeriv' in R:
install.packages('numDeriv', repos = c('https://r-forge.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://r-forge.r-project.org/projects/optimizer

On CRAN:

4 exports 1 stars 15.56 score 0 dependencies 2844 dependents 10 mentions 1.1k scripts 228.8k downloads

Last updated 1 years agofrom:cf5e5a9c41. Checks:OK: 1 WARNING: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 13 2024
R-4.5-winWARNINGAug 13 2024
R-4.5-linuxWARNINGAug 13 2024
R-4.4-winWARNINGAug 13 2024
R-4.4-macWARNINGAug 13 2024
R-4.3-winWARNINGAug 13 2024
R-4.3-macWARNINGAug 13 2024

Exports:genDgradhessianjacobian

Dependencies:

numDeriv Guide

Rendered fromGuide.Stexusingutils::Sweaveon Aug 13 2024.

Last update: 2012-08-14
Started: 2011-11-17

Readme and manuals

Help Manual

Help pageTopics
Accurate Numerical DerivativesnumDeriv-package numDeriv.Intro
Accurate Numerical Derivatives00.numDeriv.Intro
Generate Bates and Watts D MatrixgenD genD.default
Numerical Gradient of a Functiongrad grad.default
Calculate Hessian Matrixhessian hessian.default
Gradient of a Vector Valued Functionjacobian jacobian.default