dual: Automatic Differentiation with Dual Numbers

Automatic differentiation is achieved by using dual numbers without providing hand-coded gradient functions. The output value of a mathematical function is returned with the values of its exact first derivative (or gradient). For more details see Baydin, Pearlmutter, Radul, and Siskind (2018) <http://jmlr.org/papers/volume18/17-468/17-468.pdf>.

Package details

AuthorLuca Sartore [aut, cre] (<https://orcid.org/0000-0002-0446-1328>)
MaintainerLuca Sartore <drwolf85@gmail.com>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the dual package in your browser

Any scripts or data that you put into this service are public.

dual documentation built on Dec. 18, 2019, 5:08 p.m.