[R] Any numeric differentiation routine in R for boundary points?

roger chan rogerchan2006 at gmail.com
Sat Jan 26 19:11:46 CET 2008

Hi, I have a scalar valued function with several variables. One of the
variables is restricted to be non-negative. For example, 
f(x,y)=sqrt(x)*exp(y), then x should be non-negative. I need the 
gradient and hessian for some vector (0,y), i.e., I need the gradient and
hessian at the boudary of parameter space. 

The "numderiv" package does not work, even for f(x)=sqrt(x), if you 
do "genD(f,x=0)", warning message comes out.

I need the one sided derivatives.

Thanks if you could provide some help.
View this message in context: http://www.nabble.com/Any-numeric-differentiation-routine-in-R-for-boundary-points--tp15110811p15110811.html
Sent from the R help mailing list archive at Nabble.com.

More information about the R-help mailing list