r-cran-numderiv

GNU R package for accurate numerical derivatives
  https://cran.r-project.org/package=numDeriv
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This package provide methods for calculating (usually) accurate numerical first and second order derivatives. Accurate calculations are done using Richardson's extrapolation or, when applicable, a complex step derivative is available. A simple difference method is also provided. Simple difference is (usually) less accurate but is much quicker than Richardson's extrapolation and provides a useful cross-check. Methods are provided for real scalar and vector valued functions.