numDeriv: Accurate Numerical Derivatives

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: 2016.8-1
Depends: R (≥ 2.11.1)
Published: 2016-08-27
Author: Paul Gilbert and Ravi Varadhan
Maintainer: Paul Gilbert <pgilbert.ttv9z at>
License: GPL-2
Copyright: 2006-2011, Bank of Canada. 2012-2016, Paul Gilbert
NeedsCompilation: no
Materials: NEWS
In views: NumericalMathematics
CRAN checks: numDeriv results


Reference manual: numDeriv.pdf
Vignettes: numDeriv Guide
Package source: numDeriv_2016.8-1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: numDeriv_2016.8-1.tgz, r-oldrel: numDeriv_2016.8-1.tgz
Old sources: numDeriv archive

Reverse dependencies:

Reverse depends: alabama, B2Z, bayesDccGarch, bnormnlr, catIrt, CBPS, CompLognormal, compound.Cox, copCAR, dhglm, DOBAD, dsm, FENmlm, fgof, fracprolif, frailtyHL, GAS, ghyp, HPbayes, lbfgsb3, lmeNB, ltbayes, mdhglm, mederrRank, mgpd, mipfp, mixlink, mvglmmRank, mvSLOUCH, optextras, PSM, QRM, rxSeq, SemiMarkov, sgt, SpeciesMix, ssym, stremo, ThresholdROC, turboEM
Reverse imports: antitrust, ARCensReg, bbmle, BinaryEPPM, blackbox, BMhyd, boolean3, CensSpatial, CIAAWconsensus, CIDnetworks, climwin, condGEE, copula, corHMM, Countr, CountsEPPM, ctmcd, ctmm, DoubleExpSeq, dynr, Epi, ExtDist, fdapace, FDGcopulas, finiteruinprob, flexCWM, frailtySurv, gamCopula, GB2, GDINA, geostatsp, gofCopula, GPvam, gsg, HAC, indelmiss, inferference, Infusion, IRTpp, IsoriX, kergp, LatentREGpp, lava, mafs, marked, markophylo, metaplus, metRology, mets, mev, midasr, milr, mirt, misclassGLM, misreport, MixGHD, mlt, mlt.docreg, moezipfR, mpath, MPTinR, mrds, optimr, optimx, OUwie, phytools, pi0, PrevMap, ProbitSpatial, pssm, Rcgmin, RealVAMS, Renext, robustloggamma, robustvarComp, rodd, rstpm2, rugarch, sdprisk, sensR, seqHMM, smam, sn, sns, spfrontier, StableEstim, stochprofML, SurvRegCensCov, tcpl, ThreeArmedTrials, timereg, TKF, umx, VCA, vcrpart, xmeta
Reverse suggests: automultinomial, BB, cccp, discSurv, diversitree, docopulae, DoseFinding, embryogrowth, emdbook, enrichwith, flacco, flexsurv, gcKrig, glmx, gof, highfrequency, KFKSDS, LambertW, lfe, lme4, meta, metafor, mlr, msm, nlmrt, OpenMx, pso, psychomix, regsem, ROI, rpf, RSSL, schumaker, smooth, sna, sparseHessianFD, stsm, stsm.class, surveillance, TMB, ucminf


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