Automatic Differentiation Toolbox

ABxI | Compute A (B %x% I) |

add_vector_to_matrix_column | Add a column vector to each column of a matrix |

add_vector_to_matrix_row | Add a column vector to each row of a matrix |

ADtools-package | ADtools: Automatic Differentiation |

AIxC | Compute A (I %x% C) |

ANY-dual-method | Subtraction of 'dual'-class objects (dual-ANY) |

as.matrix.dual | Coerce the first component of the dual object into a matrix. |

as.vector-dual-method | Coerce the first component of the dual object into a vector. |

auto_diff | Automatic differentiation |

band_matrix | Band matrix |

band_matrix0 | Band matrix (memoised) |

BxAZ | Post-multiplying a kronecker product |

BxID | Compute (B %x% I) D |

cbind2-ANY-dual-method | Combine 'dual'-class objects by Columns (ANY-dual) |

cbind2-dual-ANY-method | Combine 'dual'-class objects by Columns (dual-ANY) |

cbind2-dual-dual-method | Combine 'dual'-class objects by Columns (dual-dual) |

chol0 | Cholesky decomposition |

chol0-dual-method | Cholesky decomposition of 'dual'-class objects |

chol-dual-method | Cholesky decomposition of 'dual'-class objects |

colMeans-dual-method | Column mean of a matrix. |

colSums-dual-method | Column sum of a matrix. |

commutation_matrix | Commutation matrix |

commutation_matrix0 | Commutation matrix (memoised) |

cos-dual-method | Element-wise cosine of a dual object |

crossprod.dual | Crossproduct of 'dual'-class objects |

dchisq0 | The density of the chi-squared distribution |

det.dual | Determinant of a 'dual'-class object |

det-dual-method | Determinant of a 'dual'-class object |

dexp0 | The density of the exponential distribution |

dgamma0 | The density of the gamma distribution |

diag_dual | Diagonal matrix |

Diagonal | Diagonal matrix |

Diagonal0 | Diagonal matrix (memoised) |

dim-dual-method | Dimension of an Object |

dinvWishart0 | The density of the inverse Wishart distribution |

dmvnorm0 | The density of the multivariate normal distribution |

dmvt0 | The density of the multivariate t distribution |

dnorm0 | The density of the normal distribution |

dt0 | The density of the student-t distribution |

dual | Dual number constructor |

dual-ANY-method | Subtraction of 'dual'-class objects (dual-ANY) |

dual-class | S4 class "dual" |

dual-dual-method | Subtraction of 'dual'-class objects (dual-dual) |

dual-missing-method | Subtraction of 'dual'-class objects (unary dual) |

duals | Converting a list of parameters into a list of dual numbers |

dWishart0 | The density of the Wishart distribution |

elimination_matrix | Elimination matrix |

elimination_matrix0 | Elimination matrix (memoised) |

exp-dual-method | Element-wise exponential of a dual object |

finite_diff | Finite difference method |

gamma-dual-method | Element-wise gamma of a dual object |

gamma-rv | Simulate gamma random variates |

grapes-times-grapes-ANY-dual-method | Matrix multiplication of 'dual'-class objects (ANY-dual) |

grapes-times-grapes-dual-ANY-method | Matrix multiplication of 'dual'-class objects (dual-ANY) |

grapes-times-grapes-dual-dual-method | Matrix multiplication of 'dual'-class objects (dual-dual) |

head.dual | Return the First or Last Part of an Object |

index-subset | Extract parts of an object |

init_dx | Initialise the dual component |

inverse_transform | Simulation by inverse transform |

IxCD | Compute (I %x% C) D |

kronecker-ANY-dual-method | Kronecker multiplication of 'dual'-class objects (ANY-dual) |

kronecker-dual-ANY-method | Kronecker multiplication of 'dual'-class objects (dual-ANY) |

kronecker-dual-dual-method | Kronecker product of 'dual'-class objects (dual-dual) |

length-dual-method | Length of an Object |

log-dual-method | Element-wise logarithm of a dual object |

lower-triangular | Construct a lower triangular matrix from a vector |

matrix | Matrices |

matrix_determinant | Determinant of a matrix |

matrix.dual | Coerce the first component of the dual object into a matrix. |

matrix_prod | Interface for optimal matrix chain multiplication |

mcm_optimal_order | Find the optimal order of multiplying a matrix chain |

mean-dual-method | Mean of vector or matrix elements |

ncol-dual-method | Number of columns |

nrow-dual-method | Number of rows |

one_matrix | Matrix of ones |

one_matrix0 | Matrix of ones (memoised) |

optim_prod | Executing the matrix multiplication given the optimal order |

plus-ANY-dual-method | Addition of 'dual'-class objects (ANY-dual) |

plus-dual-ANY-method | Addition of 'dual'-class objects (dual-ANY) |

plus-dual-dual-method | Addition of 'dual'-class objects (dual-dual) |

pow-ANY-dual-method | Powers of 'dual'-class objects (ANY-dual) |

pow-dual-ANY-method | Powers of 'dual'-class objects (dual-ANY) |

pow-dual-dual-method | Powers of 'dual'-class objects (dual-dual) |

randn | Generate a matrix randomly from a normal distribution |

randu | Generate a matrix randomly from a uniform distribution |

rbind2-ANY-dual-method | Combine 'dual'-class objects by Rows (ANY-dual) |

rbind2-dual-ANY-method | Combine 'dual'-class objects by Rows (dual-ANY) |

rbind2-dual-dual-method | Combine 'dual'-class objects by Rows (dual-dual) |

rchisq0 | Simulate Chi-square random variates |

rchisq0-numeric-dual-method | Simulate Chi-square random variates |

rexp0 | Simulate exponential random variates |

rexp0-numeric-dual-method | Simulate exponential random variates |

rgamma0 | Simulate gamma random variates |

rmvnorm0 | Simulate multivariate normal random variates |

rmvnorm0_dual | Simulate multivariate normal random variates |

rmvt0 | Simulate random variates from the multivariate t distribution |

rnorm0 | Simulate univariate normal random variates |

round.dual | Rounding of Numbers |

round-dual-integer-method | Rounding of Numbers |

rowMeans-dual-method | Row mean of a matrix. |

rowSums-dual-method | Row sum of a matrix. |

rt0 | Simulate random variates from the student-t distribution |

rt0-numeric-dual-method | Simulate random variates from the student-t distribution |

rWishart0 | Simulate Wishart random variates |

sin-dual-method | Element-wise sine of a dual object |

slash-ANY-dual-method | (Element-wise) Division of 'dual'-class objects (ANY-dual) |

slash-dual-ANY-method | (Element-wise) Division of 'dual'-class objects (dual-ANY) |

slash-dual-dual-method | (Element-wise) Division of 'dual'-class objects (dual-dual) |

solve.dual | Inverse of 'dual'-class objects |

sqrt-dual-method | Element-wise square-root of a dual object |

sum-dual-method | Sum of matrix elements |

tail.dual | Return the First or Last Part of an Object |

tan-dual-method | Element-wise tangent of a dual object |

tcrossprod.dual | Crossproduct of 'dual'-class objects |

t.dual | Transpose of 'dual'-class objects |

tidy_dx | Add rownames and colnames to the dual component |

times-ANY-dual-method | (Element-wise) Multiplication of 'dual'-class objects... |

times-dual-ANY-method | (Element-wise) Multiplication of 'dual'-class objects... |

times-dual-dual-method | (Element-wise) Multiplication of 'dual'-class objects... |

tr | Trace of a matrix |

tr-dual-method | Trace of a matrix |

upper-triangular | Construct an upper triangular matrix from a vector |

vec | Vectorisation |

vec-dual-method | Vectorisation |

vech | Half-vectorisation |

vech-dual-method | Half-vectorisation |

wishart_rv | Simulating from Wishart distribution using Bartlett... |

XBxA | Pre-multiplying a kronecker product |

zero_matrix | Matrix of zeroes |

zero_matrix0 | Matrix of zeroes (memoised) |

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