10 lines
517 B
Text
10 lines
517 B
Text
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Methods for calculating (usually) accurate numerical first and
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second order derivatives. Accurate calculations are done using
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'Richardson"s' extrapolation or, when applicable, a complex step
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derivative is available. A simple difference method is also provided.
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Simple difference is (usually) less accurate but is much quicker
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than 'Richardson"s' extrapolation and provides a useful cross-check.
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Methods are provided for real scalar and vector valued functions.
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WWW: https://cran.r-project.org/web/packages/numDeriv/
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