calculating the Gradient and the Hessian in R
As you know, the Gradient of a function is the following vector: and the Hessian is the following matrix: Now, I wonder, is there any way to calculate these in R for a user defined function at a given point? First, I've found a package named numDeriv , which seems to have the necessary functions grad and hessian but now I can't get the correct results... Thus, here's my workflow: Let's say that we are given the function f(x,y) = x^2 * x^3, and we need to calculate the Gradient and the Hessian at the point (x=1, y=2). That's been said, I define this function within R: dummy <- function(x,y) {