numDeriv-package {numDeriv}R Documentation

Accurate Numerical Derivatives

Description

Calculate (accurate) numerical approximations to derivatives.

Details

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>

Author(s)

Paul Gilbert, based on work by Xingqiao Liu

References

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)


[Package numDeriv version 2010.11-1 Index]