nurza m wrote:> Hi list,
> How to do numerical differentiation in R. is it using
> genD in numDeriv package
This depends on why you want the derivatives. The functions in numDeriv
use Richardson extrapolation to get fairly accurate numerical
derivatives. If you want the derivatives for optimization, then you will
probably want to sacrifice accuracy for something faster.
In numDeriv, genD calculates both first and second derivatives of vector
values functions. If you want accurate numerical derivatives, possibly
you want something simpler from numDeriv, like grad, jacobian, or
hessian.>
> thanks in advance
>
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