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>).

Getting started

Package details

AuthorDamon Berridge <[email protected]> [ctb] Robert Crouchley <[email protected]> [ctb] Daniel Grose <[email protected]> [aut,cre,ctb]
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.