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
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.pdf
Vignettes: numDeriv Guide

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

Linking:

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