[R] numericDeriv

Jean Eid jeaneid at chass.utoronto.ca
Wed Apr 28 15:33:01 CEST 2004

Dear All,
I am trying to solve a Generalized Method of Moments problem which
necessitate the gradient of moments computation to get the
standard  errors of estimates.
I know optim does not output the gradient, but I can use numericDeriv to
get that. My question is: is this the best function to do this?

Thank you

More information about the R-help mailing list