Let $g\in C^{2n}(\mathbb R)$ be an even function, and suppose $f:\mathbb R^d\to \mathbb R$ is defined by $f(x) = g(|x|)$. Is it true that $f\in C^{2n}(\mathbb R^d)$?
My attempt: The norm function $|\cdot|:\mathbb R^d \to \mathbb R$ is smooth away from $0$, thus by the chain rule $f$ is $C^{2n}$ away from $0$. Also note that since $g$ is even, its existing odd derivatives at $0$ vanish there. Thus Taylor expanding $g$ about $0$ we get $$f(h) = g(0) +\frac{|h|^2}{2}g''(0) +\dots+ \frac{|h|^{2n}}{(2n)!}g^{(2n)}(0)+o(|h|^{2n}).$$ By using $|h|^{2k} = (h_1^2+\dots+h_d^2)^k$ for all $k$, we see that $f$ has a Taylor expansion of order $2n$ at $0$, or in other words that $f$ is $2n$-times Peano differentiable at $0$. However Peano differentiability is weaker that classical differentiability in general. I wanted to use Corollary 3 from https://www.ams.org/journals/proc/2013-141-07/S0002-9939-2013-11529-7/S0002-9939-2013-11529-7.pdf which says that if the Peano derivatives exist and are bounded in a neighbourhood, then the classical derivatives exist in that neighbourhood, however I don't know if/how to show boundedness of the higher order derivatives of $f$ around $0$, since the higher order derivatives of $|\cdot|$ are not bounded around $0$ in general (e.g. $\frac{\partial^2}{\partial x_1\partial x_2} |\cdot|$ is unbounded around $0$).
Any help is appreciated. I suspect there is a different way to look at this problem which makes things clear, but I am not able to see how.