Finite differences formulas
findiff(f, x, h = x * sqrt(.Machine$double.eps))
symdiff(f, x, h = x * .Machine$double.eps^(1/3))
findiff2(f, x, h)
rdiff(f, x, n = 10, h = 1e-04)| f | function to differentiate |
|---|---|
| x | the |
| h | the step-size for evaluation |
| n | the maximum number of convergence steps in |
the value of the derivative
The findiff formula uses the finite differences formula to
find the derivative of f at x. The value of h
is the step size of the evaluation. The function findiff2
provides the second derivative.
findiff(sin, pi, 1e-3)
#> [1] -0.9999998
symdiff(sin, pi, 1e-3)
#> [1] -0.9999998