Accurate Numerical Derivatives
Overview
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.
Install
Health
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Paul Gilbert <pgilbert.ttv9z@ncf.ca>’
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Authors@R: c(person(given = "Paul",
family = "Gilbert",
role = c("aut", "cre"),
email = "pgilbert.ttv9z@ncf.ca"),
person(given = "Ravi",
family = "Varadhan",
role = "aut"))
as necessary.- NOTE11 OK, 2 NOTENow
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 6includes a package overview page
- Examples that run
- 100%4 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
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- Help pages citing references
- 50%
Downloads
Dependencies
Installing numDeriv adds no packages beyond those that come with R.
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Code & Tests
People & History
Maintainer since 2006.4-1 (2006)
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 2016.8-1.1Latest
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- 2016.8-12016-08-27 · diff ↗
- RR 3.3.0 released · 2016-05-03
- 2014.2-12015-05-04 · diff ↗
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
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- RR 3.0.0 released · 2013-04-03
- 2012.9-12012-10-14 · diff ↗
- RR 2.15.0 released · 2012-03-30
- 2012.3-12012-03-27 · diff ↗
- RR 2.14.0 released · 2011-10-31
- RR 2.13.0 released · 2011-04-13
- 2010.11-12011-01-20 · diff ↗
- RR 2.12.0 released · 2010-10-15
- RR 2.11.0 released · 2010-04-22
- RR 2.10.0 released · 2009-10-26
- RR 2.9.0 released · 2009-04-17
- 2009.2-12009-02-05 · diff ↗
- RR 2.8.0 released · 2008-10-20
- RR 2.7.0 released · 2008-04-22
- RR 2.6.0 released · 2007-10-03
- RR 2.5.0 released · 2007-04-24
- RR 2.4.0 released · 2006-10-03
- RR 2.3.0 released · 2006-04-24
- 2006.4-12006-04-12
- RR 2.2.0 released · 2005-10-06
Package metadata
- First published
- 2006-04-12
- Total releases
- 8 / 20 yrs
- License
- GPL-2 OSI
- Copyright
- 2006-2011, Bank of Canada. 2012-2016, Paul Gilbert
- Minimum R
- ≥ 2.11.1
- Download size
- 74 KB
Cite
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