[R] Numerical Derivative / Numerical Differentiation of unkno wnfunct ion

Cuvelier Etienne ecu at info.fundp.ac.be
Fri May 6 09:03:26 CEST 2005

> > -----Original Message-----
> > From: Berton Gunter [mailto:gunter.berton at gene.com]
> > Sent: 05 May 2005 23:34
> > To: 'Uzuner, Tolga'; r-help at stat.math.ethz.ch
> > Subject: RE: [R] Numerical Derivative / Numerical Differentiation of
> > unknown funct ion
> >
> >
> > But...
> >
> > See ?numericDeriv which already does it via a C call and hence is much
> > faster (and probably more accurate,too).
> >

Is there is a similar function to calculate the numerical value of the
density of a given
multivariable distribution?
I have a function of a distribution H(x1, ...,xn) (not one of the known
i.e.  I can calculate a value of H for any (x1..., xn) .
And I want to calculate h(x1...,xn) for  any (x1...,xn) BUT I don't know the
expression of the density H.

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