On Sun, Oct 30, 2011 at 5:03 PM, <josef.pktd@gmail.com> wrote:
2011/10/30 François Boulogne <boulogne.f@gmail.com>:
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Dear all,
I was wondering if a piece of code has been developped for derivative calculations, espacially for a sample (array of points) like for integration: http://docs.scipy.org/doc/scipy/reference/tutorial/integrate.html with different methods (right or left first derivatives, second
derivatives...)
I didn't succeed in finding this in the documentation. Does it exist? If not, is it planned by someone?
There is one helper function in scipy.optimize (scipy.optimize.optimize), nothing else in scipy.
My standard recommendation for finite differences is numdifftools, it's on pypi. There is a ticket that asks for it's inclusion in scipy, IIRC.
That's http://projects.scipy.org/scipy/ticket/1510, for those that are interested. Ralf
There are some packages on automatic differentiation.
(and we have our own hacked together numdiff in statsmodels, just for optimization and Hessian calculations.)
Josef