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numDeriv  

Accurate Numerical Derivatives
View on CRAN: Click here


Download and install numDeriv package within the R console
Install from CRAN:
install.packages("numDeriv")

Install from Github:
library("remotes")
install_github("cran/numDeriv")

Install by package version:
library("remotes")
install_version("numDeriv", "2016.8-1.1")



Attach the package and use:
library("numDeriv")
Maintained by
Paul Gilbert
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2006-04-12
Latest Update: 2019-06-06
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.
How to cite:
Paul Gilbert (2006). numDeriv: Accurate Numerical Derivatives. R package version 2016.8-1.1, https://cran.r-project.org/web/packages/numDeriv. Accessed 04 Jun. 2026.
Previous versions and publish date:
2006.4-1 (2006-04-12 14:32), 2009.2-1 (2009-02-05 21:20), 2010.11-1 (2011-01-20 14:08), 2012.3-1 (2012-03-27 14:54), 2012.9-1 (2012-10-14 08:18), 2014.2-1 (2015-05-04 23:41), 2016.8-1 (2016-08-27 00:25)
Other packages that cited numDeriv R package
View numDeriv citation profile
Other R packages that numDeriv depends, imports, suggests or enhances
Complete documentation for numDeriv
Functions, R codes and Examples using the numDeriv R package
Some associated functions: 00.numDeriv.Intro . genD . grad . hessian . jacobian . numDeriv-package . 
Some associated R codes: num2Deriv.R . numDeriv.R .  Full numDeriv package functions and examples
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