GNU R package for accurate numerical derivatives

 This package provide methods for calculating (usually) accurate
 numerical first and second order derivatives. Accurate calculations
 are done using Richardson's extrapolation or, when applicable, a
 complex step derivative is available. A simple difference method is
 also provided. Simple difference is (usually) less accurate but is
 much quicker than Richardson's extrapolation and provides a useful
 cross-check. Methods are provided for real scalar and vector valued
 functions.