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numDeriv
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]
[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 07 Jun. 2026.
Previous versions and publish date:
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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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