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Calculus

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Calculus

  • finite difference
  • differentiation using Ridders’ method
  • derivaties of functions for:
    • Beta
    • Beta Regularized
    • Erf
    • Gamma
    • Gaussian
  • multivariate differentiation:
    • (bordered) Hessian
    • gradient
    • Jacobian
  • Riemann integration
  • Riemann integration using substitution rules:
    • Double-Exponential rule
    • Exponential rule
    • Power law singularity
    • Map to the Standard interval
  • integration using Romberg’s method
  • integration using Newton-Cotes formula
    • Simpson’s rule
    • Trapezoidal rule
    • Midpoint rule
  • integration using Gaussian quadrature
    • Legendre polynomials
    • Chebyshev polynomials
    • Laguerre polynomials
    • Hermite polynomials