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-devel-gcc8:, r-release:, r-oldrel:
OS X binaries: r-release: numDeriv_2016.8-1.1.tgz, r-oldrel: numDeriv_2016.8-1.1.tgz
Old sources: numDeriv archive

Reverse dependencies:

Reverse depends: alabama, B2Z, bayesDccGarch, BiProbitPartial, bnormnlr, catIrt, CBPS, CompDist, CompLognormal, compound.Cox, copCAR, DIMORA, DOBAD, dsm, embryogrowth, EstimationTools, fgof, fracprolif, ghyp, HPbayes, lbfgsb3, lcpm, lmeNB, ltbayes, mederrRank, mgpd, mipfp, mixlink, nmw, phenology, rxSeq, SemiMarkov, sgt, SpeciesMix, ssym, tbd, turboEM, wnl
Reverse imports: antitrust, apollo, ARCensReg, ARpLMEC, AssetCorr, automultinomial, BayesianTools, bbmle, BIGL, BinaryEPPM, blackbox, BLPestimatoR, brglm2, CensSpatial, chandwich, CIAAWconsensus, climwin, clusteredinterference, cmpprocess, condGEE, copula, corHMM, Countr, CountsEPPM, coxphMIC, CRFCSD, ctmcd, ctmm, ctsem, cuRe, discfrail, Disequilibrium, DoubleExpSeq, durmod, dynr, EKMCMC, emmeans, Epi, equateMultiple, ergMargins, ExtremalDep, fastR2, fdapace, FDGcopulas, FENmlm, fic, finiteruinprob, fishmethods, fixest, frailtyEM, frailtySurv, gamCopula, GAS, GB2, GB2group, GDINA, geex, geostatsp, gim, GJRM, glmmsr, gofCopula, GPvam, greybox, gsg, HAC, HRQoL, ICcalib, indelmiss, inferference, Infusion, IPEC, IsoriX, ivtools, kergp, lacm, lava, lavaan, lax, lbfgsb3c, lmerTest, lqr, lsbs, mafs, marcher, marked, markophylo, mccmeiv, metaplus, metaSEM, metRology, mets, mexhaz, mfGARCH, midasr, MIIVsem, milr, misclassGLM, misreport, MixGHD, mixl, mkin, mlt, mlt.docreg, momentuHMM, moveHMM, mpath, MPTinR, mrds, MSGARCH, multicmp, mvglmmRank, mvord, optextras, optimr, optimx, ordinal, OUwie, pacotest, PenIC, phenofit, phytools, pifpaf, PLmixed, predictmeans, PrevMap, ProbitSpatial, PROreg, pssm, psychonetrics, ptmixed, Qtools, Rcgmin, RealVAMS, Renext, rERR, RJafroc, robmixglm, robustBLME, robustloggamma, rodd, rugarch, sarima, sars, sdprisk, sensR, seqHMM, SGB, SIfEK, SIRE, sklarsomega, skyscapeR, smam, sn, sns, SPAS, spfrontier, spsur, StableEstim, stabreg, stdReg, stochprofML, strandCet, StVAR, survey, SurvRegCensCov, tcl, tcpl, temperatureresponse, Temporal, ThreeArmedTrials, ThresholdROC, timereg, TKF, touchard, TSMSN, ui, umx, VCA, vcrpart, WeMix, xmeta, ZOIP
Reverse suggests: aster, BB, cccp, DiceKriging, discSurv, diversitree, docopulae, DoseFinding, emdbook, flacco, flexsurv, GauPro, gcKrig, glmx, hesim, hhh4contacts, IGP, KFKSDS, LAM, LambertW, lavaSearch2, lfe, lme4, metafor, miceadds, mlr, msm, nlmrt, nlsr, ohenery, OpenMx, optimParallel, pso, psychomix, regsem, riskParityPortfolio, ROI, rpf, RSSL, SACOBRA, schumaker, smooth, smovie, sna, sparseHessianFD, stsm, stsm.class, SuperGauss, surveillance, TestFunctions, TMB, tram, ucminf, VineCopula, xtune


Please use the canonical form to link to this page.