numDeriv-package {numDeriv} | R Documentation |
Calculate (accurate) numerical approximations to derivatives.
Package: | numDeriv |
Depends: | R (>= 1.8.1) |
License: | GPL Version 2. (See LICENSE file.) |
The main functions are
grad to calculate the gradient (first derivative) of a scalar real valued function (possibly applied to all elements of a real vector argument). jacobian to calculate the gradient of a real m-vector valued function with real n-vector argument. hessian to calculate the Hessian (second derivative) of a scalar real valued function with real n-vector argument. genD to calculate the gradient and second derivative of a real m-vector valued function with real n-vector argument.Maintainer: Paul Gilbert <pgilbert@bank-banque-canada.ca> and Ravi Varadhan <rvaradhan@jhmi.edu>
Paul Gilbert, based on work by Xingqiao Liu
Linfield, G. R. and Penny, J. E. T. (1989) Microcomputers in Numerical Analysis. New York: Halsted Press.
Fornberg and Sloan, (1994) Acta Numerica, p. 203-267; Table 1, page 213)