[R] Numerical Derivatives in R

[Gray Calhoun]

Ah, yes.  I see your point.  Apologies to all for the misinformation.

--Gray

On 12 Mar 2006 19:31:18 +0100, Peter Dalgaard <p.dalgaard at biostat.ku.dk> wrote:
> "Gray Calhoun" <gcalhoun at ucsd.edu> writes:
>
> > Tolga,
> >
> > Look at numericDeriv.
> >
> > > arbfun <- function(x) x^2
> > > x <- 3
> > > numericDeriv(quote(arbfun(x)), "x")
> > [1] 9
> > attr(,"gradient")
> >      [,1]
> > [1,]    6
>
> However, numericDeriv is not particularly intelligent. It is
> effectively doing what Tolga was trying not to. A more refined
> function could be a good idea, e.g. implementing higher order
> approximations, a tunable stepsize, box constraints...
>
> > --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
> > >
> > > ______________________________________________
> > > R-help at stat.math.ethz.ch mailing list
> > > https://stat.ethz.ch/mailman/listinfo/r-help
> > > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
> > >
> >
> >
> > --
> > Gray Calhoun
> >
> > Economics Department
> > UC San Diego
> >
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
> >
>
> --
>    O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
>   c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
>  (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
> ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)                  FAX: (+45) 35327907
>
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--
Gray Calhoun

Economics Department
UC San Diego