[SciPy-User] Derivative in scipy?

josef.pktd@gmai... josef.pktd@gmai...
Sun Oct 30 11:03:35 CDT 2011


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.

There are some packages on automatic differentiation.

(and we have our own hacked together numdiff in statsmodels, just for
optimization and Hessian calculations.)

Josef


>
> Thanks.
> Cheers,
>
> - --
> François Boulogne.
>
> Membre de l'April - Promouvoir et défendre le logiciel libre
> http://www.april.org
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