./math/R-numDeriv, Accurate numerical derivatives

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Branch: pkgsrc-2020Q3, Version: 2016.8.1.1, Package name: R-numDeriv-2016.8.1.1, Maintainer: minskim

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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