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: 2016.8-1.1
Depends: R (≥ 2.11.1)
Published: 2019-06-06
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_2016.8-1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): numDeriv_2016.8-1.1.tgz, r-release (x86_64): numDeriv_2016.8-1.1.tgz, r-oldrel: numDeriv_2016.8-1.1.tgz
Old sources: numDeriv archive

Reverse dependencies:

Reverse depends: alabama, bayesDccGarch, bayesmeta, BiProbitPartial, bnormnlr, catIrt, CBPS, CompDist, CompLognormal, compound.Cox, copCAR, DIMORA, DOBAD, dsm, embryogrowth, fgof, fracprolif, ghyp, glmtoolbox, HPbayes, hsem, lcpm, lmeNB, ltbayes, M3Drop, mederrRank, mgpd, mipfp, nmw, OneStep, phenology, QRM, rxSeq, SemiMarkov, sgt, ssym, tbd, turboEM, tvgarch, wnl
Reverse imports: activegp, aghq, aldvmm, antitrust, apollo, ARCensReg, ARpLMEC, AssetCorr, auctionr, BAMBI, BayesianTools, bbmle, BIGL, BinaryEPPM, blackbox, BLPestimatoR, brglm2, CensSpatial, chandwich, CIAAWconsensus, climwin, clusteredinterference, CompAREdesign, condGEE, copula, corHMM, corncob, Countr, CountsEPPM, coxphMIC, cta, ctmcd, ctmm, cuRe, discfrail, Disequilibrium, distributional, DoubleExpSeq, durmod, dynr, EKMCMC, elasdics, emmeans, Epi, equateMultiple, ergMargins, EstimationTools, EWS, ExtDist, extendedFamily, ExtremalDep, fastR2, fdapace, FENmlm, fic, finiteruinprob, fishmethods, fixest, flexCWM, flexsurv, FMCCSD, frailtyEM, frailtySurv, gamCopula, GAS, GB2, GB2group, GDINA, geex, geoFKF, geostatsp, GGMncv, gim, GJRM, GladiaTOX, glmmsr, glmmTMB, gofCopula, GPvam, grmsem, HAC, HDBRR, hierSDR, highfrequency, ICcalib, incidental, indelmiss, inferference, Infusion, IPEC, IsoriX, ivtools, kergp, kinematics, lacm, lava, lavaan, lax, lbfgsb3c, lmerTest, LMMstar, LoopDetectR, lqr, lsbs, marcher, marginaleffects, marked, markophylo, mbmixture, mccmeiv, mecor, merDeriv, metaplus, metaSEM, metRology, mets, mexhaz, mfGARCH, midasr, MIIVsem, milr, misclassGLM, misreport, MixGHD, mixl, mkin, mlt, mlt.docreg, MNB, momentuHMM, moveHMM, mpath, MPTinR, mrds, MSGARCH, multicmp, mvglmmRank, mvord, NFCP, nlmm, optextras, optimr, optimx, ordinal, OUwie, pacotest, pbkrtest, PenIC, phenofit, phytools, PLmixed, pooling, PrevMap, ProbitSpatial, PROreg, pssm, PSweight, psychonetrics, ptmixed, Qtools, Rcgmin, Rchoice, RealVAMS, Renext, RJafroc, robmixglm, robustBLME, rodd, rugarch, sarima, sars, sdprisk, sensR, seqHMM, sfaR, SGB, SIfEK, sinar, SIRE, skewlmm, sklarsomega, skyscapeR, slgf, smam, sn, sns, spant, SPAS, spfrontier, spsur, StableEstim, stabreg, stdReg, stochprofML, StVAR, surf, survey, SurvRegCensCov, tcl, tcpl, tcplfit2, temperatureresponse, Temporal, tfarima, ThreeArmedTrials, ThresholdROC, timereg, touchard, tramME, TSMSN, ttcg, ui, UPCM, VCA, vcrpart, waydown, WeMix, xmeta
Reverse suggests: aster, BB, cccp, cotram, DiceKriging, discSurv, diseq, diversitree, docopulae, DoseFinding, emdbook, flacco, GauPro, gcKrig, glmx, hadron, hesim, hhh4contacts, IGP, KFKSDS, LAM, LambertW, lavaSearch2, legion, lfe, lme4, MAST, metadat, metafor, metarep, miceadds, mlr, msm, nlmrt, nlsr, ohenery, OpenMx, optimParallel, proDA, pso, psqn, psychomix, regsem, riskParityPortfolio, riskRegression, ROI, rpf, RSSL, SACOBRA, SAMtool, schumaker, SemiEstimate, smooth, smovie, sna, sparseHessianFD, sphunif, statespacer, stsm, SuperGauss, surveillance, switchde, TestFunctions, TMB, torch, tram, ucminf, VineCopula, xtune


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