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numDeriv: Accurate Numerical Derivatives

Methods for calculating (usually) accuratenumerical first and second order derivatives. Accurate calculations are done using 'Richardson”s' extrapolation or, when applicable, acomplex step derivative is available. A simple difference method is also provided. Simple difference is (usually) less accuratebut 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
DOI:10.32614/CRAN.package.numDeriv
Author:Paul Gilbert and Ravi Varadhan
Maintainer:Paul Gilbert <pgilbert.ttv9z at ncf.ca>
License:GPL-2
Copyright:2006-2011, Bank of Canada. 2012-2016, Paul Gilbert
URL:http://optimizer.r-forge.r-project.org/
NeedsCompilation:no
Materials:NEWS
In views:NumericalMathematics
CRAN checks:numDeriv results

Documentation:

Reference manual:numDeriv.html ,numDeriv.pdf
Vignettes:numDeriv Guide (source,R code)

Downloads:

Package source: numDeriv_2016.8-1.1.tar.gz
Windows binaries: r-devel:numDeriv_2016.8-1.1.zip, r-release:numDeriv_2016.8-1.1.zip, r-oldrel:numDeriv_2016.8-1.1.zip
macOS binaries: r-release (arm64):numDeriv_2016.8-1.1.tgz, r-oldrel (arm64):numDeriv_2016.8-1.1.tgz, r-release (x86_64):numDeriv_2016.8-1.1.tgz, r-oldrel (x86_64):numDeriv_2016.8-1.1.tgz
Old sources: numDeriv archive

Reverse dependencies:

Reverse depends:alabama,bayesDccGarch,bayesmeta,catIrt,CBPS,CompDist,COMPoissonReg,compound.Cox,copCAR,DIMORA,dsm,embryogrowth,fracprolif,frailtyMMpen,GauPro,ghyp,graphpcor,hsem,lcpm,M3Drop,MAZE,mederrRank,metafor,mipfp,NMMIPW,nmw,OneStep,phenology,QRM,rxSeq,SemiMarkov,sgt,ssym,tbd,TestFunctions,turboEM,tvgarch,wnl
Reverse imports:AcceptReject,ACDm,activegp,aghq,aldvmm,antitrust,apollo,ARCensReg,auctionr,BAMBI,bayesestdft,BayesGP,BayesianTools,bbmle,BEKKs,betaDelta,betaselectr,BIGL,BinaryEPPM,bizicount,BLA,blackbox,BLPestimatoR,brglm2,bvpa,CensSpatial,chandwich,CIAAWconsensus,climwin,ClusROC,CLVTools,cmpp,coconots,cogirt,CompAREdesign,condGEE,copula,corHMM,corncob,Countr,CountsEPPM,ctmcd,cTMed,ctmm,cuRe,curesurv,DEBBI,DemoDecomp,depCensoring,discfrail,distributional,DNAmixturesLite,DoubleExpSeq,dwp,dynr,eFCM,EffectLiteR,EKMCMC,elasdics,em,emmeans,Epi,equateMultiple,ergMargins,EstimationTools,eventPred,EventPredInCure,evolqg,EWS,expertsurv,ExtDist,ExtremalDep,fastR2,fcirt,fdapace,fdarep,fEGarch,FENmlm,fic,finiteruinprob,fishmethods,fitHeavyTail,fitlandr,fixest,flassomsm,flexCWM,flexFitR,flexrsurv,flexsurv,fmrihrf,footBayes,frailtyEM,frailtySurv,gamCopula,GAS,gasmodel,GB2,GB2group,GDILM.ME,GDILM.SIR,GDINA,geex,geoFKF,geostatsp,ggdist,ggvfields,gim,GJRM,gkwdist,GladiaTOX,glinvci,glmmTMB,glmtoolbox,gofCopula,GPvam,grandR,grmsem,HDBRR,hierSDR,highfrequency,HydroPortailStats,ICcalib,incidental,indelmiss,inferference,Infusion,INLAjoint,INTACT,invivoPKfit,IPEC,IsoriX,ivtools,kergp,kinematics,KinMixLite,lacm,LaMa,lamle,lava,lavaan,lax,lbfgsb3c,lcmm,LEdecomp,lessSEM,lmerTest,LMMstar,LogisticCopula,longevity,LoopDetectR,lqr,lsbs,marcher,marked,markophylo,mbmixture,mccmeiv,mecor,MendelianRandomization,merDeriv,metaplus,metaSEM,metRology,mets,mev,mexhaz,mfGARCH,mfp,mhurdle,micsr,midasr,MIIVsem,miloR,milr,misclassGLM,MixGHD,mixl,MixtureMissing,mkin,MLBC,mlrv,mlt,mlt.docreg,MNB,momentuHMM,moveHMM,mpath,MPTinR,mrds,MSGARCH,MSTest,multicmp,multipleOutcomes,mvglmmRank,mvord,NFCP,nimble,nlmm,optextras,optimizeR,optimx,ordgam,ordinal,OUwie,pacotest,pbkrtest,pda,PenIC,Petersen,phytools,PLmixed,powerNLSEM,PracticalEquiDesign,predictmeans,ProbitSpatial,PROreg,pspatreg,PSweight,psychonetrics,ptmixed,PTSR,PublicationBiasBenchmark,puniform,pwr4exp,qgcomp,qgcompint,Qtools,Rchoice,RCTrep,RealVAMS,Renext,reservr,RiskMap,RJafroc,RMM,RobinCar,RobinCar2,RobinCID,robmixglm,robustbetareg,robustBLME,robustvarComp,rodd,ROOPSD,Rphylopars,Rsolnp,rstpm2,RTL,rugarch,sarima,sars,sdprisk,sensR,seqHMM,SGB,sinar,SIRE,sklarsomega,slgf,smam,smile,SMNlmec,smoothic,sn,sns,spaMM,spant,SPAS,spldv,spsur,ssmodels,StableEstim,stdReg,StReg,survey,SurvRegCensCov,svycdiff,tcl,tcpl,tcplfit2,tdsa,temperatureresponse,Temporal,TempStable,tfarima,ThresholdROC,tidydelta,timereg,trajeR,tramME,tsgarch,tsmarch,TSMSN,ttcg,ui,unitquantreg,UPCM,VCA,vcrpart,vici,waydown,WeMix,xhaz,xmeta
Reverse suggests:adjustedCurves,AgePopDenom,aster,basefun,BB,betareg,cccp,chainbinomial,cotram,DiceKriging,discSurv,diversitree,docopulae,DoseFinding,easyViz,ebnm,emdbook,enrichwith,extendedFamily,fdaconcur,fddm,fido,flacco,fntl,gcKrig,GeoModels,glmx,hesim,LAM,LambertW,lavaSearch2,legion,lfe,lme4,lmls,LMN,marginaleffects,markets,MAST,metadat,MetricGraph,miceadds,mig,mlr,msm,mvtnorm,nieve,nlmrt,nlsic,nlsr,noia,ohenery,OpenMx,optimParallel,pnd,polykde,proDA,pso,psqn,psychomix,regsem,ridgetorus,riskParityPortfolio,riskRegression,ROI,rpf,rSPDE,RSSL,RTMB,SAMtool,schumaker,scorematchingad,SemiEstimate,smooth,smovie,sna,sparseHessianFD,sphunif,statespacer,SuperGauss,surveillance,switchde,TMB,torch,tram,ucminf,VineCopula

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