scipy.misc.derivative for multiple argument function

Question

It is straightforward to compute the partial derivatives of a function at a point with respect to the first argument using the SciPy function scipy.misc.derivative

Answer 1

I would write a simple wrapper, something along the lines of

def partial_derivative(func, var=0, point=[]):
    args = point[:]
    def wraps(x):
        args[var] = x
        return func(*args)
    return derivative(wraps, point[var], dx = 1e-6)

Demo:

>>> partial_derivative(foo, 0, [3,1])
6.0000000008386678
>>> partial_derivative(foo, 1, [3,1])
2.9999999995311555