numDeriv (2016.8-1.1)
Published 2026-02-24 13:47:21 +00:00 by atheaadmin
Installation
options("repos" = c(getOption("repos"), c(gitea="install.packages("numDeriv")About this package
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.Accurate Numerical Derivatives
Dependencies
| Depends | R (>= 2.11.1) |