if (FALSE) {
f <- function(x) 3*x[1]^3 - 4*x[2]^2
par <- c(3,8)
# grad = 9 * x^2 , -8 * y
(actual <- c(9 * par[1]^2, -8 * par[2]))
numerical_deriv(par, f, type = 'forward')
numerical_deriv(par, f, type = 'central')
numerical_deriv(par, f, type = 'Richardson') # default
# Hessian = h11 -> 18 * x, h22 -> -8, h12 -> h21 -> 0
(actual <- matrix(c(18 * par[1], 0, 0, -8), 2, 2))
numerical_deriv(par, f, type = 'forward', gradient = FALSE)
numerical_deriv(par, f, type = 'central', gradient = FALSE)
numerical_deriv(par, f, type = 'Richardson', gradient = FALSE) # default
}
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