numDeriv: Accurate Numerical Derivatives

This package provide methods for calculating (usually) accurate numerical first and second order derivatives. Accurate calculations are done using Richardson's extrapolation, but a simple difference method is also provided. Simple difference is (usually) less accurate but is much quicker and provides a useful cross-check. Methods are provided for real scalar and vector valued functions.

Version: 2012.3-1
Depends: R (≥ 1.8.1)
Published: 2012-03-27
Author: Paul Gilbert
Maintainer: Paul Gilbert and Ravi Varadhan <pgilbert.ttv9z at ncf.ca>
License: GPL-2 | file LICENSE
URL: http:http://optimizer.r-forge.r-project.org/
CRAN checks: numDeriv results

Downloads:

Package source: numDeriv_2012.3-1.tar.gz
MacOS X binary: numDeriv_2012.3-1.tgz
Windows binary: numDeriv_2012.3-1.zip
Reference manual: numDeriv.pdf
Vignettes: numDeriv Guide
News/ChangeLog:NEWS
Old sources: numDeriv archive

Reverse dependencies:

Reverse depends: alabama, B2Z, bbmle, compound.Cox, condGEE, ctarma, dhglm, DOBAD, fgof, frailtyHL, ghyp, GPvam, HGLMMM, HPbayes, lava, mederrRank, mets, mgpd, MPTinR, optimx, OUwie, PKmodelFinder, PSM, QRM, Rcgmin, Renext, rugarch, Rvmmin, sensR, stremo, turboEM
Reverse imports: GB2, MixMod, ordinal, OUwie, phytools, pi0, sdprisk
Reverse suggests: BB, diversitree, DoseFinding, emdbook, gof, pso, sna, ucminf