[SciPy-User] Derivative in scipy?

[Ralf Gommers]

On Sun, Oct 30, 2011 at 5:03 PM, <josef.pktd at gmail.com> wrote:

> 2011/10/30 François Boulogne <boulogne.f at 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
>
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