[R] Second Partial Derivatives

[Ravi Varadhan]

If you'd like to have accurate second derivatives, then check out the
"numDeriv" package, and in particular, the function "hessian".  The
derivatives are based on Richardson extrapolation, and can be evaluated to a
very high degree of accuracy.

Ravi.

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Ravi Varadhan, Ph.D.
Assistant Professor,  The Center on Aging and Health
Division of Geriatric Medicine and Gerontology
Johns Hopkins University
Ph: (410) 502-2619
Fax: (410) 614-9625
Email:  rvaradhan at jhmi.edu
Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html 
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> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-
> bounces at stat.math.ethz.ch] On Behalf Of Rau, Roland
> Sent: Tuesday, July 11, 2006 6:44 AM
> To: Robert Mcfadden; r-help at stat.math.ethz.ch
> Subject: Re: [R] Second Partial Derivatives
> 
> Hi,
> 
> > [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Robert Mcfadden
> >
> > Does R have any build-in function which allow me to count
> > second partial
> > derivatives numerically?
> 
> library(nlme)
> ?fdHess
> 
> I hope this is the direction you wanted to take.
> 
> Best,
> Roland
> 
> 
> 
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