--- a
+++ b/cmaes/utils.py
@@ -0,0 +1,20 @@
+# Copyright (c) 2015, Disney Research
+# All rights reserved.
+#
+# Author(s): Sehoon Ha <sehoon.ha@disneyresearch.com>
+# Disney Research Robotics Group
+
+
+import numpy as np
+
+
+def grad(fun, x, h):
+    n = len(x)
+    g = np.zeros(n)
+    for i in range(n):
+        dx = np.zeros(n)
+        dx[i] = h
+        f1 = fun(x - dx)
+        f2 = fun(x + dx)
+        g[i] = (0.5 * f2 - 0.5 * f1) / h
+    return g