madness-pkg: Multivariate Automatic Differentiation.
In madness: Automatic Differentiation of Multivariate Operations
madness-pkg R Documentation
Multivariate Automatic Differentiation.
Description
Automatic Differentiation of Matrix Operations.
Legal Mumbo Jumbo
madness is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU Lesser General Public License for more details.
Note
This package is maintained as a hobby.
Author(s)
Steven E. Pav shabbychef@gmail.com
Maintainer: Steven E. Pav shabbychef@gmail.com (ORCID)
References
Petersen, Kaare Brandt and Pedersen, Michael Syskind. "The Matrix Cookbook."
Technical University of Denmark (2012).
http://www2.imm.dtu.dk/pubdb/pubs/3274-full.html
Griewank, Andreas and Walther, Andrea. "Evaluating Derivatives: principles and techniques of algorithmic differentiation."
SIAM (2008).
Magnus, Jan R. and Neudecker, H. "Matrix Differential Calculus with Applications in Statistics and Econometrics."
3rd Edition. Wiley Series in Probability and Statistics: Texts and References Section (2007).
Magnus, Jan R. and Neudecker, H. "The elimination matrix: some lemmas and applications,"
SIAM Journal on Algebraic Discrete Methods 1, no. 4 (1980): 422-449.
http://www.janmagnus.nl/papers/JRM008.pdf
Magnus, Jan R. and Neudecker, H. "Symmetry, 0-1 Matrices and Jacobians,"
Econometric Theory 2 (1986): 157-190.
http://www.janmagnus.nl/papers/JRM014.pdf,
See Also
Useful links:
madness documentation built on Aug. 21, 2023, 9:07 a.m.
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| madness-pkg | R Documentation |
Multivariate Automatic Differentiation.
Description
Automatic Differentiation of Matrix Operations.
Legal Mumbo Jumbo
madness is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details.
Note
This package is maintained as a hobby.
Author(s)
Steven E. Pav shabbychef@gmail.com
Maintainer: Steven E. Pav shabbychef@gmail.com (ORCID)
References
Petersen, Kaare Brandt and Pedersen, Michael Syskind. "The Matrix Cookbook." Technical University of Denmark (2012). http://www2.imm.dtu.dk/pubdb/pubs/3274-full.html
Griewank, Andreas and Walther, Andrea. "Evaluating Derivatives: principles and techniques of algorithmic differentiation." SIAM (2008).
Magnus, Jan R. and Neudecker, H. "Matrix Differential Calculus with Applications in Statistics and Econometrics." 3rd Edition. Wiley Series in Probability and Statistics: Texts and References Section (2007).
Magnus, Jan R. and Neudecker, H. "The elimination matrix: some lemmas and applications," SIAM Journal on Algebraic Discrete Methods 1, no. 4 (1980): 422-449. http://www.janmagnus.nl/papers/JRM008.pdf
Magnus, Jan R. and Neudecker, H. "Symmetry, 0-1 Matrices and Jacobians," Econometric Theory 2 (1986): 157-190. http://www.janmagnus.nl/papers/JRM014.pdf,
See Also
Useful links:
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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