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

Package details

AuthorDaniel Grose [aut, cre], Robert Crouchley [aut, ctb]
MaintainerDaniel Grose <dan.grose@lancaster.ac.uk>
LicenseGPL (>= 2)
Version1.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RcppEigenAD")

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RcppEigenAD documentation built on Sept. 11, 2025, 9:09 a.m.