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.
| Version: | 2012.9-1 |
| Depends: | R (≥ 1.8.1) |
| Published: | 2012-10-14 |
| Author: | Paul Gilbert and Ravi Varadhan |
| Maintainer: | Paul Gilbert <pgilbert.ttv9z at ncf.ca> |
| License: | GPL-2 |
| Copyright: | 2006-2011, Bank of Canada. 2012, Paul Gilbert |
| URL: | http:http://optimizer.r-forge.r-project.org/ |
| NeedsCompilation: | no |
| CRAN checks: | numDeriv results |
| Package source: | numDeriv_2012.9-1.tar.gz |
| MacOS X binary: | numDeriv_2012.9-1.tgz |
| Windows binary: | numDeriv_2012.9-1.zip |
| Reference manual: | numDeriv.pdf |
| Vignettes: |
numDeriv Guide |
| News/ChangeLog: | NEWS |
| Old sources: | numDeriv archive |
| Reverse depends: | alabama, antitrust, B2Z, catIrt, CBPS, CompLognormal, compound.Cox, condGEE, corHMM, ctarma, dhglm, DOBAD, fdasrvf, fgof, fracprolif, frailtyHL, ghyp, GPvam, gsg, HGLMMM, HPbayes, lava, lmeNB, mederrRank, metRology, mets, mgpd, MPTinR, optimx, OUwie, PKmodelFinder, PSM, QRM, Rcgmin, Renext, SemiMarkov, sensR, STARSEQ, stremo, StVAR, turboEM |
| Reverse imports: | bbmle, GB2, lmerTest, mirt, ordinal, phytools, pi0, rugarch, sdprisk |
| Reverse suggests: | BB, diversitree, DoseFinding, emdbook, gof, nlmrt, pso, sna, surveillance, ucminf |