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RcppEigenAD: Compiles 'C++' Code using 'Rcpp', 'Eigen' and 'CppAD' to Produce First and Second Order Partial Derivatives
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>).
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Package details |
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| Author | Damon Berridge <d.m.berridge@swansea.ac.uk> [ctb] Robert Crouchley <r.crouchley@lancaster.ac.uk> [ctb] Daniel Grose <dan.grose@lancaster.ac.uk> [aut,cre,ctb] |
| Maintainer | Daniel Grose <dan.grose@lancaster.ac.uk> |
| License | GPL (>= 2) |
| Version | 1.0.0 |
| Package repository | View on CRAN |
| Installation |
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