summaryrefslogtreecommitdiff
path: root/math/R-cran-numDeriv/pkg-descr
blob: a9e8b034df8744e3c02df6fc3d621b8cea99b4e6 (plain) (blame)
1
2
3
4
5
6
7
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.