Compiles 'C++' code using 'Rcpp', 'Eigen' 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, (see Hardy, M (2006) <arXiv:math/0601149v1>).
|Author||Damon Berridge <[email protected]> [ctb] Robert Crouchley <[email protected]> [ctb] Daniel Grose <[email protected]> [aut,cre,ctb]|
|Maintainer||Daniel Grose <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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