Calculation of numerical derivatives through finite-difference approximations with parallel capabilities and optimal step-size selection to improve accuracy. These functions facilitate efficient computation of derivatives, gradients, Jacobians, and Hessians, allowing for more evaluations to reduce the mathematical and machine errors. Designed for compatibility with the 'numDeriv' package, which has not received updates in several years, it introduces advanced features such as computing derivatives of arbitrary order, improving the accuracy of Hessian approximations by avoiding repeated differencing, and parallelising slow functions on Windows, Mac, and Linux.
Version: | 0.0.6 |
Depends: | R (≥ 3.4.0) |
Imports: | parallel, Rdpack |
Suggests: | numDeriv, knitr, rmarkdown, testthat (≥ 3.0.0) |
Published: | 2025-02-25 |
DOI: | 10.32614/CRAN.package.pnd |
Author: | Andreï Victorovitch Kostyrka [aut, cre] |
Maintainer: | Andreï Victorovitch Kostyrka <andrei.kostyrka at gmail.com> |
BugReports: | https://github.com/Fifis/pnd/issues |
License: | EUPL |
URL: | https://github.com/Fifis/pnd |
NeedsCompilation: | no |
Citation: | pnd citation info |
Materials: | README NEWS |
CRAN checks: | pnd results |
Reference manual: | pnd.pdf |
Vignettes: |
Compatilibility of pnd with the syntax of numDeriv (source, R code) Fast and accurate parallel numerical derivatives in R (source, R code) Step-size-selection algorithm benchmark (source, R code) |
Package source: | pnd_0.0.6.tar.gz |
Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
macOS binaries: | r-devel (arm64): pnd_0.0.6.tgz, r-release (arm64): pnd_0.0.6.tgz, r-oldrel (arm64): pnd_0.0.6.tgz, r-devel (x86_64): pnd_0.0.6.tgz, r-release (x86_64): pnd_0.0.6.tgz, r-oldrel (x86_64): pnd_0.0.6.tgz |
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