[R] Numerical Derivatives in R
Tolga Uzuner
tolga at coubros.com
Sun Mar 12 17:14:04 CET 2006
Hi,
Suppose I have an arbitrary function:
arbfun<-function(x) {...}
Is there a robust implementation of a numerical derivative routine in R
which I can use to take it's derivative ? Something a bit more than
simple division by delta of the difference of evaluating the function at
x and x+delta...
Perhaps there is a way to do this using D or deriv but I could not
figure it out. Trying:
eval(deriv(function(x) arbfun(x),"x"),1)
does not seem to work.
Thanks,
Tolga
More information about the R-help
mailing list