numDeriv (2016.8-1)

1 user

Accurate Numerical Derivatives.

http://optimizer.r-forge.r-project.org/
http://cran.r-project.org/web/packages/numDeriv

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.

Maintainer: Paul Gilbert and Erik Meijer
Author(s): Paul Gilbert and Ravi Varadhan

License: GPL-2

Uses: Does not use any package
Reverse depends: alabama, antitrust, B2Z, bayesDccGarch, BB, bbmle, blm, BLPestimatoR, catIrt, CBPS, CompDist, CompLognormal, compound.Cox, condGEE, copCAR, corHMM, ctarma, dhglm, DOBAD, DoseFinding, dsm, embryogrowth, fdasrvf, FENmlm, fgof, fishmethods, fracprolif, frailtyHL, GAS, ghyp, gsg, HGLMMM, HPbayes, lava, lmeNB, ltbayes, mdhglm, mederrRank, metRology, mets, mgpd, mipfp, mixlink, MPTinR, mvglmmRank, mvSLOUCH, nlmrt, optextras, optimx, OUwie, phenology, PKmodelFinder, PSM, QRM, Rcgmin, Renext, rugarch, Rvmmin, rxSeq, SemiMarkov, sensR, sgt, sn, SpeciesMix, ssym, STARSEQ, stremo, StVAR, ThresholdROC, turboEM, ucminf
Reverse suggests: aster, automultinomial, BB, discSurv, diversitree, docopulae, DoseFinding, embryogrowth, emdbook, enrichwith, flacco, flexsurv, GauPro, gcKrig, geostatsp, glmx, gof, hhh4contacts, highfrequency, IGP, LambertW, lfe, lme4, markophylo, meta, metafor, mlr, msm, nlmrt, nlsr, OpenMx, pi0, pso, psychomix, regsem, Renext, ROI, rpf, RSSL, schumaker, smooth, sna, sparseHessianFD, stsm, SuperGauss, surveillance, TestFunctions, timereg, TMB, ucminf

Released about 1 year ago.


6 previous versions

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of numDeriv yet. Want to be the first? Write one now.


Related packages: appell, Brobdingnag, Bessel, combinat, conicfit, BB, akima, contfrac, cubature, Deriv, eigeninv, elliptic, expm, fastGHQuad, features, gaussquad, geigen, gmp, gsl, hypergeo(20 best matches, based on common tags.)


Search for numDeriv on google, google scholar, r-help, r-devel.

Visit numDeriv on R Graphical Manual.