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The original version of this software was written in R by Andrew Clausen (clausen at econ.upenn.edu) in 2007.
Mark Reid (mark.reid at anu.edu.au) sent a patch, applied 21/2/2009.
In 2014, Andrew has passed the maintenance to Serguei Sokol (sokol at insa-toulouse.fr). Since then, the software was deeply rewritten and completed.
Main new features include: - new derivative engine allowing simple
syntaxe for differentiation rules; - many new functions are added to the
rule table; - custom differentiation rules can be added by user; -
automatic differentiation (AD) of a code with multiple assignement
operators; - when taking derivative of a function Deriv() returns a
function too. The later can be called with the same arguments as the
original function; - can differentiate by variables stored in vectors or
lists, e.g. param$theta
or x[1]
,
x[2]
etc. - simplifications are extended to rational
expressions and factorizations; - expression caching is enabled by
default; - Deriv() is made the only entry point for all types of
entries: * expression * language * function * right hand side of a
formula * character string * plain unevaluated code - few unit tests
were added to the package
> devtools::install_github("sgsokol/Deriv")
In R session do:
> library(Deriv)
> f <- function(x, n=2) x^n+sin(n*x) # user defined function to diffierentiate
> (df <- Deriv(f)) # -> c(x = n * x^(n - 1) + n * cos(n * x), n = log(x) * x^n + x * cos(n * x))
> df(2, 3) # -> x n
# -> 14.880511 7.465518
> Deriv(expression(f(y, 3)), "y") # -> expression(3 * y^2 + 3 * cos(3 * y))
> Deriv(~ f(y, 3), "y") # -> 3 * y^2 + 3 * cos(3 * y)
> y <- 2; eval(Deriv(~ f(y, 3), "y")) # -> 14.88051
For more information and examples:
> ?Deriv
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.