CRAN/E | numDeriv

numDeriv

Accurate Numerical Derivatives

Installation

About

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.

optimizer.r-forge.r-project.org/
Copyright 2006-2011, Bank of Canada. 2012-2016, Paul Gilbert

Key Metrics

Version 2016.8-1.1
R ≥ 2.11.1
Published 2019-06-06 1458 days ago
Needs compilation? no
License GPL-2
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Maintainer

Maintainer

Paul Gilbert

pgilbert.ttv9z@ncf.ca

Authors

Paul Gilbert
Ravi Varadhan

Material

NEWS
Reference manual
Package source

In Views

NumericalMathematics

Vignettes

numDeriv Guide

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

numDeriv archive

Depends

R ≥ 2.11.1

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