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Exact automatic differentiation for R functions. Provides a composable derivative operator D that computes gradients, Hessians, Jacobians, and arbitrary-order derivative tensors at machine precision. D(D(f)) gives Hessians, D(D(D(f))) gives third-order tensors for skewness of maximum likelihood estimators, and so on to any order. Works through any R code including loops, branches, and control flow.
Package details |
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| Author | Alexander Towell [aut, cre] (ORCID: <https://orcid.org/0000-0001-6443-9897>) |
| Maintainer | Alexander Towell <queelius@gmail.com> |
| License | MIT + file LICENSE |
| Version | 0.7.1 |
| URL | https://github.com/queelius/nabla https://metafunctor.com |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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