Implements the forwardmode automatic differentiation for multivariate functions using the matrixcalculus notation from Magnus and Neudecker (2019) <doi:10.1002/9781119541219>. Two key features of the package are: (i) it incorporates various optimisation strategies to improve performance; this includes applying memoisation to cut down object construction time, using sparse matrix representation to speed up derivative calculation, and creating specialised matrix operations to reduce computation time; (ii) it supports differentiating random variates with respect to their parameters, targeting Markov chain Monte Carlo (MCMC) and general simulationbased applications.
Package details 


Author  Chun Fung Kwok [aut, cre] (<https://orcid.org/0000000207163879>), Dan Zhu [aut] (<https://orcid.org/0000000314872232>), Liana Jacobi [aut] (<https://orcid.org/0000000172100500>) 
Maintainer  Chun Fung Kwok <kwokcf@unimelb.edu.au> 
License  MIT + file LICENSE 
Version  0.5.4 
URL  https://github.com/kcfjackson/ADtools 
Package repository  View on CRAN 
Installation 
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