Calculate Derivative of Function at a Point in R

Question

Reading through this documentation in R, I don't understand how to take a derivative of the function at a specific point.

They do it here in C (with gsl_deriv_central/forward/backward), but I was wondering if there is an equivalent in R?

Answer 1

Just install the package numDeriv and use the grad function. Here are a few simple examples that are easy to check.

library(numDeriv)

grad(sin, 1:3)
[1]  0.5403023 -0.4161468 -0.9899925
cos(1:3)
[1]  0.5403023 -0.4161468 -0.9899925


f = function(x) x^2 + 2*x +3
grad(f, 1:3)
[1] 4 6 8
2*(1:3) + 2
[1] 4 6 8