findiff <- function ( f, x, h = x * sqrt ( .Machine$double.eps ) ) #*****************************************************************************80 # ## findiff applies the finite difference formula to a function. # # Licensing: # # Copyright 2016 James P. Howard, II # # The computer code and data files on this web page are distributed under # https://opensource.org/licenses/BSD-2-Clause, the BSD-2-Clause license. # # Modified: # # 02 March 2020 # # Author: # # Original R code by James Howard; # Modifications by John Burkardt. # # Reference: # # James Howard, # Computational Methods for Numerical Analysis with R, # CRC Press, 2017, # ISBN13: 978-1-4987-2363-3. # { dfdx = ( f ( x + h ) - f ( x ) ) / h return ( dfdx ) }