gradient function

Numerical computation of the gradient, with parallel capabilities

This function calculates the gradient of a function, numerically, including the possibility of doing it in parallel.

gradient(fn, x, method, control, parallel, ...)

Arguments

• fn: The function to calculate the gradient.
• x: The value to compute the gradient at.
• method: The method used. Currently implemented: central, backward, forward and Richardson. See details.
• control: A list of control arguments.
• parallel: Boolean, should numerical derivatives be calculated in parallel?
• ...: Additional arguments to be passed to fn.

Returns

The gradient of fn at x.

Examples

gradient(fn=function(x) sum(x^3), x=0)