pkgsrc/math/R-numDeriv/DESCR

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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.