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: 2014.2-1
Depends: R (≥ 2.11.1)
Published: 2015-05-04
Author: Paul Gilbert and Ravi Varadhan
Maintainer: Paul Gilbert <pgilbert.ttv9z at>
License: GPL-2
Copyright: 2006-2011, Bank of Canada. 2012-2015, Paul Gilbert
NeedsCompilation: no
Materials: NEWS
In views: NumericalMathematics
CRAN checks: numDeriv results


Reference manual: numDeriv.pdf
Vignettes: numDeriv Guide
Package source: numDeriv_2014.2-1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: numDeriv_2014.2-1.tgz, r-oldrel: numDeriv_2014.2-1.tgz
OS X Mavericks binaries: r-release: numDeriv_2014.2-1.tgz
Old sources: numDeriv archive

Reverse dependencies:

Reverse depends: alabama, B2Z, bayesDccGarch, bnormnlr, catIrt, CBPS, CompLognormal, compound.Cox, copCAR, dhglm, DOBAD, FENmlm, fgof, fracprolif, frailtyHL, ghyp, HPbayes, lbfgsb3, lmeNB, ltbayes, mederrRank, mgpd, mipfp, mvglmmRank, mvSLOUCH, optextras, PSM, QRM, RCPmod, SemiMarkov, sgt, SpeciesMix, ssym, stremo, ThresholdROC, turboEM
Reverse imports: antitrust, bbmle, BinaryEPPM, BMhyd, boolean3, CIDnetworks, condGEE, corHMM, CountsEPPM, ctmm, DoubleExpSeq, ExtDist, fdasrvf, FDGcopulas, finiteruinprob, flexCWM, frailtySurv, GB2, geostatsp, gofCopula, GPvam, gsg, HAC, inferference, kergp, lava, marked, markophylo, metaplus, metRology, mets, midasr, mirt, MixGHD, mpath, MPTinR, mrds, nlWaldTest, optimx, OUwie, phytools, pi0, pssm, Rcgmin, RealVAMS, Renext, robustvarComp, rodd, rstpm2, rugarch, sdprisk, sensR, seqHMM, sn, sns, StableEstim, stochprofML, SurvRegCensCov, timereg, TKF, umx, VCA, vcrpart, xmeta
Reverse suggests: BB, cccp, discSurv, diversitree, docopulae, DoseFinding, embryogrowth, emdbook, flacco, flexsurv, glmx, gof, highfrequency, KFKSDS, LambertW, lme4, metafor, mlr, msm, nlmrt, OpenMx, pso, psychomix, ROI, rpf, schumaker, sna, sparseHessianFD, stsm, stsm.class, surveillance, TMB, ucminf