[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.
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