RcppEigenAD: Compiles 'C++' Code using 'Rcpp', 'Eigen' and 'CppAD' to Produce First and Second Order Partial Derivatives
Version 1.0.0

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) ).

Getting started

Package details

AuthorDamon Berridge <[email protected]> [ctb] Robert Crouchley <[email protected]> [ctb] Daniel Grose <[email protected]> [aut,cre,ctb]
Date of publication2018-06-15 13:10:04 UTC
MaintainerDaniel Grose <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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RcppEigenAD documentation built on June 16, 2018, 1:37 p.m.