[R] numerical derivative

Z P nusbj at hotmail.com
Tue Jan 6 14:34:52 CET 2004

Dear all,

I now want to get the numerical derivative of some multivariate function 
y=f(x_1,...,x_k) at some specific point x_0=(x_10,...,x_k0).

I know deriv() funtion can give the numerical derivative when f is an known 
fuction. Now the f is an unknown fuction, but I can give many points 
x_i=(x_1i,...,x_ki) around x_0 and their respective response y_i. I just 
want some rough estimation of this derivative, so I do not want to do the 
non-parametric regression. It is better to have an existing function in R to 
do the job like derive() for the known function f. Thank you.



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