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pbrod / numdifftools

Solve automatic numerical differentiation problems in one or more variables.
BSD 3-Clause "New" or "Revised" License
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reference of function "_add_error_to_outliers" #44

Open robbert-harms opened 5 years ago

robbert-harms commented 5 years ago

In the module "numdifftools/src/numdifftools/limits.py", the function "_add_error_to_outliers" is used to get the best estimate.

Do you have a reference for this method?

Thanks in advance, Robbert

pbrod commented 5 years ago

I am sorry I don't. However, the idea came from this tool:

https://se.mathworks.com/matlabcentral/fileexchange/20058-adaptive-numerical-limit-and-residue-estimation