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RcppEigenAD: Generate Partial Derivatives using 'Rcpp', 'Eigen' and 'CppAD'
Compiles 'C++' code using 'Rcpp' <doi:10.18637/jss.v040.i08>, 'Eigen' <doi:10.18637/jss.v052.i05> and 'CppAD' to produce first and second order partial derivatives. Also provides an implementation of Faa' di Bruno's formula to combine the partial derivatives of composed functions.
Getting started
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Package details |
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| Author | Daniel Grose [aut, cre], Robert Crouchley [aut, ctb] |
| Maintainer | Daniel Grose <dan.grose@lancaster.ac.uk> |
| License | GPL (>= 2) |
| Version | 1.1.0 |
| Package repository | View on CRAN |
| Installation |
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