Re: [R] Second Partial Derivatives

From: Ravi Varadhan <rvaradhan_at_jhmi.edu>
Date: Wed 12 Jul 2006 - 00:23:00 EST


If you'd like to have accurate second derivatives, then check out the "numDeriv" package, and in particular, the function "hessian". The derivatives are based on Richardson extrapolation, and can be evaluated to a very high degree of accuracy.

Ravi.



Ravi Varadhan, Ph.D.
Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University
Ph: (410) 502-2619
Fax: (410) 614-9625
Email: rvaradhan@jhmi.edu
Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html

> -----Original Message-----
> From: r-help-bounces@stat.math.ethz.ch [mailto:r-help-
> bounces@stat.math.ethz.ch] On Behalf Of Rau, Roland
> Sent: Tuesday, July 11, 2006 6:44 AM
> To: Robert Mcfadden; r-help@stat.math.ethz.ch
> Subject: Re: [R] Second Partial Derivatives
>
> Hi,
>
> > [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Robert Mcfadden
> >
> > Does R have any build-in function which allow me to count
> > second partial
> > derivatives numerically?
>
> library(nlme)
> ?fdHess
>
> I hope this is the direction you wanted to take.
>
> Best,
> Roland
>
>
>
> ----------
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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Jul 12 00:36:10 2006

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