[R] numerical differentiation

Paul Gilbert pgilbert at bank-banque-canada.ca
Wed Aug 9 19:32:38 CEST 2006

nurza m wrote:
> Hi list,
> How to do numerical differentiation in R. is it using
> genD in numDeriv package

This depends on why you want the derivatives. The functions in numDeriv 
use Richardson extrapolation to get fairly accurate numerical 
derivatives. If you want the derivatives for optimization, then you will 
probably want to sacrifice accuracy for something faster.

In numDeriv, genD calculates both first and second derivatives of vector 
values functions.  If you want accurate numerical derivatives, possibly 
you want something simpler from numDeriv, like grad, jacobian, or hessian.
> thanks in advance
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La version française suit le texte anglais.


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