# numdif.s J F Monahan, June 2001 # demonstration of numerical differentiation # using log(gamma(x)) x <- .5 k <- -4*(1:15) h <- 2**k xph <- x + h xmh <- x - h fx <- lgamma(x) fxph <- lgamma(xph) fxmh <- lgamma(xmh) fp1 <- (fxph - fx) / h fp2 <- (fxph - fxmh) / (2*h) fpp <- (fxph -2*fx+fxmh) / (h*h) tabl <- paste('k',format(k),' 2**k',format(h),'fp1',format(fp1), 'fp2',format(fp2),'fpp',format(fpp) ) cat(tabl,sep="\n") rm(list=ls())