[R] Numerical Derivatives in R

[Gray Calhoun]

Tolga,

Look at numericDeriv.

> arbfun <- function(x) x^2
> x <- 3
> numericDeriv(quote(arbfun(x)), "x")
[1] 9
attr(,"gradient")
     [,1]
[1,]    6

--Gray

On 3/12/06, Tolga Uzuner <tolga at coubros.com> wrote:
> 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
>
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--
Gray Calhoun

Economics Department
UC San Diego