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numDeriv

Accurate Numerical Derivatives

v2016.8-1.1 · Jun 6, 2019 · GPL-2

Description

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.

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Maintainer: ‘Paul Gilbert <pgilbert.ttv9z@ncf.ca>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  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.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Paul Gilbert <pgilbert.ttv9z@ncf.ca>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  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.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Paul Gilbert <pgilbert.ttv9z@ncf.ca>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  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.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Paul Gilbert <pgilbert.ttv9z@ncf.ca>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  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.

Reverse Dependencies (465)

imports

ACDm ARCensReg AcceptReject BAMBI BEKKs BIGL BLA BLPestimatoR BayesGP BayesianTools BinaryEPPM CIAAWconsensus CIMEHR CLVTools CensSpatial ClusROC CompAREdesign Countr CountsEPPM DEBBI DNAmixturesLite DemoDecomp DoubleExpSeq EKMCMC EWS EffectLiteR Epi EstimationTools EventPredInCure ExtDist ExtremalDep FENmlm GB2 GB2group GDILM.ME GDILM.SIR GDINA GGMncv GJRM GPvam GammaFrailty HDBRR HZIP HydroPortailStats ICcalib INLAjoint IPEC Infusion IsoriX JumpDiffSim KinMixLite LCPA LEdecomp LMMstar LaMa LogisticCopula LoopDetectR MIIVsem MLBC MNB MPTinR MSGARCH MSTest MendelianRandomization MixGHD MixtureMissing OUwie PLmixed PROreg PSor PSweight PTSR PenIC PracticalEquiDesign ProbitSpatial PublicationBiasBenchmark Qtools QuantileModels RCTrep RJafroc RMM ROOPSD RTL Rchoice RealVAMS Renext RiskMap RobinCID RobinCar RobinCar2 Rphylopars Rsolnp SGB SIRE SMNlmec StReg StableEstim SurrogateParadoxTest SurvRegCensCov TempStable Temporal ThresholdROC UPCM VCA WeMix aghq aldvmm algebraic.mle ameras antitrust apollo bayesestdft bbmle betaDelta betaregscale betaselectr bizicount blackbox bootmlm brglm2 bvpa cTMed chandwich climwin cmpp coconots cogirt compositional.mle condGEE copula corHMM corncob ctmcd ctmm cuRe curesurv depCensoring discfrail distributional drlate dsge dynr eFCM elasdics ememax emmeans equateMultiple ergMargins eventPred evmr evolqg exdqlm expertsurv fEGarch fastR2 fcirt fdapace fdarep fic finiteruinprob fishmethods fitHeavyTail fitlandr fixest flassomsm flexCWM flexFitR flexhaz flexrsurv flexsurv fmrihrf footBayes frailtyEM frailtySurv gamCopula gasmodel geex geommc geostatsp ggdist ggvfields gim gkwdist gkwreg glinvci glmmFEL glmmTMB glmtoolbox gofCopula grandR grmsem hierSDR highfrequency incidental indelmiss inferference invivoPKfit ivtools kergp kinematics kofn lacm lamle lava lavaan lax lbfgsb3c lcmm lessSEM likelihood.contr likelihood.model lineagefreq lmerTest logcumulant longevity lqr marcher marked markophylo maskedcauses maskedhaz mbmixture mecor merDeriv metRology metaSEM metafrontier metaplus mets mev mexhaz mfGARCH mfp mhurdle micsr midasr milr misclassGLM mixl mkin mlogit mlrv mlt mlt.docreg momentuHMM moveHMM mpath mrds multiRec multicmp mvglmmRank mvord nimble nlmm optextras optimflex optimizeR optimx ordgam ordinal pacotest pbkrtest pda phenofit phytools plavaan pmlsp powerNLSEM predictmeans pspatreg psychonetrics ptmixed puniform pwr4exp qgcomp qgcompint reservr reviser robcat robmixglm robustbetareg robustlmm robustvarComp rodd rstpm2 rugarch sarima sars sdprisk sensR seqHMM serieshaz sfa sinar skewlmm sklarsomega slgf smam smile smoothic smsncut sn sns spaMM spant spldv spsur stdReg survey svycdiff tcl tcpl tcplfit2 tdsa temperatureresponse tfarima tidydelta timereg trajeR tramME tsgarch tsmarch ttcg ui unitquantreg vcrpart vici waydown xhaz xmeta xreg2

Dependency Network

Dependencies Reverse dependencies CBPS COMPoissonReg CompDist DIMORA GauPro MAZE NMMIPW OneStep QRM SemiMarkov TestFunctions alabama bayesDccGarch bayesmeta catIrt +450 more reverse deps numDeriv

Version History

9 tracked
new 2016.8-1.1 Mar 10, 2026
updated 2016.8-1.1 ← 2016.8-1 diff Jun 5, 2019
updated 2016.8-1 ← 2014.2-1 diff Aug 26, 2016
updated 2014.2-1 ← 2012.9-1 diff May 3, 2015
updated 2012.9-1 ← 2012.3-1 diff Oct 13, 2012
updated 2012.3-1 ← 2010.11-1 diff Mar 26, 2012
updated 2010.11-1 ← 2009.2-1 diff Jan 19, 2011
updated 2009.2-1 ← 2006.4-1 diff Feb 4, 2009
new 2006.4-1 Apr 11, 2006