What is the most accurate way to compute F''(x) and F'''(x) for a range of values of x if only F'(x) is known to R (for example take F to be the Gaussian)?
First and second (numerical) derivative of density function?
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You could use the
D()function to compute F''(x) if you know F'(x). For example if F'(x) is4*x^3then to calculate the second derivative (F''(x)) you enter:To calculate F'''(x) you do the same thing with the given output (
4 * (3 * x^2)).