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")) # -> 14.88051For more information and examples:
> ?Deriv