numDeriv: Accurate Numerical Derivatives. This package provide 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.
Keywords for this software
References in zbMATH (referenced in 12 articles )
Showing results 1 to 12 of 12.
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- Sengupta, Dishari; Choudhary, Pankaj K.; Cassey, Phillip: Modeling and analysis of method comparison data with skewness and heavy tails (2015)
- Choudhary, Pankaj K.; Sengupta, Dishari; Cassey, Phillip: A general skew-$t$ mixed model that allows different degrees of freedom for random effects and error distributions (2014)
- Nash, John C.: Nonlinear parameter optimization using R tools (2014)
- Holst, Klaus Kähler; Budtz-Jørgensen, Esben: Linear latent variable models: the lava-package (2013)
- Emura, Takeshi; Konno, Yoshihiko: A goodness-of-fit test for parametric models based on dependently truncated data (2012)
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- Bhatti, Chad R.: The Birnbaum-Saunders autoregressive conditional duration model (2010)
- Ueki, Masao; Fueda, Kaoru: Optimal tuning parameter estimation in maximum penalized likelihood method (2010)
- Voglis, C.; Hadjidoukas, P.E.; Lagaris, I.E.; Papageorgiou, D.G.: A numerical differentiation library exploiting parallel architectures (2009)