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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>).
Package details 


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) 
Version  1.0.0 
Package repository  View on CRAN 
Installation 
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