Dear all,
I now want to get the numerical derivative of some multivariate function
y=f(x_1,...,x_k) at some specific point x_0=(x_10,...,x_k0).
I know deriv() funtion can give the numerical derivative when f is an known
fuction. Now the f is an unknown fuction, but I can give many points
x_i=(x_1i,...,x_ki) around x_0 and their respective response y_i. I just
want some rough estimation of this derivative, so I do not want to do the
non-parametric regression. It is better to have an existing function in R
to do the job like derive() for the known function f. Thank you.
Regards,
Zhen