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 1784 days ago
Needs compilation? no
License GPL-2
CRAN checks numDeriv results

Downloads

Yesterday 14.807 +6%
Last 7 days 82.858 -13%
Last 30 days 343.814 -1%
Last 90 days 1.030.645 -8%
Last 365 days 4.028.146 -31%

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

Reverse Depends

alabama
bayesDccGarch
bayesmeta
BiProbitPartial
catIrt
CBPS
CompDist
compound.Cox
copCAR
DIMORA
DOBAD
dsm
embryogrowth
fracprolif
ghyp
hsem
lcpm
M3Drop
mederrRank
mipfp
NMMIPW
nmw
OneStep
phenology
QRM
rxSeq
SemiMarkov
sgt
ssym
tbd
turboEM
tvgarch
wnl

Reverse Imports

activegp
aghq
aldvmm
antitrust
apollo
ARCensReg
ARpLMEC
AssetCorr
auctionr
BAMBI
BayesianTools
bbmle
BEKKs
BIGL
BinaryEPPM
bizicount
blackbox
BLPestimatoR
brglm2
CensSpatial
chandwich
CIAAWconsensus
climwin
ClusROC
clusteredinterference
CompAREdesign
condGEE
copula
corHMM
corncob
Countr
CountsEPPM
coxphMIC
cta
ctmcd
ctmm
cuRe
DEBBI
discfrail
Disequilibrium
distributional
DoubleExpSeq
dwp
dynr
EKMCMC
elasdics
emmeans
Epi
equateMultiple
ergMargins
Load all 230 items
(warning: might lead to performance issues and take some time)

Reverse Suggests

aster
BB
cccp
cotram
DiceKriging
discSurv
diseq
diversitree
docopulae
DoseFinding
ebnm
emdbook
fido
flacco
GauPro
gcKrig
glmx
hadron
hesim
hhh4contacts
IGP
LAM
LambertW
lavaSearch2
legion
lfe
lme4
lmls
LMN
markets
MAST
metadat
metafor
metarep
miceadds
mlr
msm
nlmrt
nlsic
nlsr
ohenery
OpenMx
optimParallel
pedmod
proDA
pso
psqn
psychomix
Rcgmin
regsem
Load all 74 items
(warning: might lead to performance issues and take some time)