nurza m wrote: > Hi list, > How to do numerical differentiation in R. is it using > genD in numDeriv package
This depends on why you want the derivatives. The functions in numDeriv use Richardson extrapolation to get fairly accurate numerical derivatives. If you want the derivatives for optimization, then you will probably want to sacrifice accuracy for something faster. In numDeriv, genD calculates both first and second derivatives of vector values functions. If you want accurate numerical derivatives, possibly you want something simpler from numDeriv, like grad, jacobian, or hessian. > > thanks in advance > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ==================================================================================== La version française suit le texte anglais. ------------------------------------------------------------------------------------ This email may contain privileged and/or confidential inform...{{dropped}} ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
