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r-cran-numderiv

GNU R package for accurate numerical derivatives

Description

This package provide 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.

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Homepage

https://cran.r-project.org/package=numDeriv


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950 other people were interested in this package here. The newest known version of this software is 2016.8-1.1-3 (Information last updated 3 days ago.)