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numDeriv

swMATH ID: 11621
Software Authors: Paul Gilbert; Ravi Varadhan
Description: R package 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.
Homepage: http://cran.r-project.org/web/packages/numDeriv/index.html
Dependencies: R
Related Software: R; Rcpp; MASS (R); Rsolnp; Matlab; mvtnorm; Matrix; MEMSS; S-PLUS; deSolve; CRAN Task Views; CODA; DEoptim; Rugarch; optimx; copula; nlme; microbenchmark; pracma; flexmix
Referenced in: 48 Publications
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Referenced by 101 Authors

4 De Castro, Mario H.
3 Gallardo, Diego I.
3 Gómez, Yolanda M.
3 Sellers, Kimberly Flagg
2 Bonat, Wagner Hugo
2 Cassey, Phillip
2 Choudhary, Pankaj K.
2 Hadjidoukas, Panagiotis E.
2 Kojadinovic, Ivan
2 Lagaris, Isaac E.
2 Papageorgiou, D. G.
2 Sengupta, Dishari
2 Voglis, Constantinos A.
2 Yan, Jun
1 Alba, Anna
1 Arsham, Aryana
1 Azzalini, Adelchi
1 Baumgartner, Matheus Tenório
1 Bebu, Ionut
1 Berg, Sergey S.
1 Berge, I. J. M. Ten
1 Bessac, Julie
1 Bhatti, Chad R.
1 Bodhisuwan, Winai
1 Budtz-Jørgensen, Esben
1 Campbell, David A.
1 Chaganty, Narasinga Rao
1 Columbu, Silvia
1 Costa Mota Paraíba, Carolina
1 Dawid, Philip
1 Di Caterina, Claudia
1 Dimakopoulos, Vassilios V.
1 Diniz, Carlos Alberto Ribeiro
1 Emura, Takeshi
1 Faria, Lucas Del Bianco
1 Fernández-Fontelo, Amanda
1 Fontdecaba, Sara
1 Fueda, Kaoru
1 Geskus, Ronald Bertus
1 Graversen, Therese
1 Grün, Bettina
1 Hartmann, Raphael
1 Hirk, Rainer
1 Hof, Michel H.
1 Hofert, Marius
1 Holst, Klaus Kähler
1 Hornik, Kurt
1 Hubbard, Rebecca A.
1 Inoue, Lurdes Y. T.
1 Klauer, Karl Christoph
1 Kokonendji, Célestin Clotaire
1 Konno, Yoshihiko
1 Kosmidis, Ioannis
1 Kulshreshtha, Kshitij
1 Lai, Keke
1 Lange, Jane M.
1 Lauritzen, Steffen Lilholt
1 Lin, Huazhen
1 Lin, Huihui
1 Lopes, José Evandeilton
1 Lunardon, Nicola
1 Mächler, Martin Beat
1 MacIntyre, K.
1 Mameli, Valentina
1 Marra, Giampiero
1 Mathew, Thomas
1 McLachlan, Geoffrey John
1 Miljkovic, Tatjana
1 Minin, Vladimir N.
1 Morris, Darcy Steeg
1 Musio, Monica
1 Musoro, Jammbe Z.
1 Narayanan, Sri Hari Krishna
1 Nash, John C. M.
1 Nguyen, Hien Duy
1 Palmer, Laura L.
1 Puig, Pedro
1 Radice, Rosalba
1 Ribeiro, Paulo Justiniano jun.
1 Ruli, Erlis
1 Salehi, Mahdi
1 Sartori, Nicola
1 Shimakura, Silvia Emiko
1 Speekenbrink, Maarten
1 Stojkova, Biljana Jonoska
1 Struijk, G. H.
1 Supapakorn, Thidaporn
1 Swift, Andrew W.
1 Tomaya, Lorena Cáceres
1 Ueki, Masao
1 Vana, Laura
1 Ventura, Laura
1 Vinod, Hrishikesh D.
1 Visser, Ingmar
1 Watthanawisut, Atchariya
1 Weems, Kimberly S.
1 Yoshiba, Toshinao
1 Young, Derek Scott
1 Zhang, Shulin
1 Zhou, Qian M.
...and 1 more Authors

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