Functions for numerical differentiation using finite difference methods and complex step methods.
Usage
finite_difference_derivative(f, x, order = 1)
complex_step_derivative(f, x)
Arguments
- f
A function to differentiate. It should accept a single numeric value and return a single numeric value.
- x
The point at which to evaluate the derivative.
- order
The order of accuracy of the derivative to compute. Default is 1.
Value
The approximate value of the derivative at the point x.
Examples
# Finite difference derivative of sin(x) at pi/4
finite_difference_derivative(sin, pi / 4)
#> [1] 0.7071068
# Complex step derivative of exp(x) at 1.7
complex_step_derivative(exp, 1.7)
#> [1] 5.473947