tape_Jacobian: Tape the Jacobian of CppAD Tape

In scorematchingad: Score Matching Estimation by Automatic Differentiation

Tape the Jacobian of CppAD Tape

Description

Creates a tape of the Jacobian of a function taped by CppAD. When the function returns a real value (as is the case for densities and the score matching objective) the Jacobian is equivalent to the gradient. The x vector is used as the value to conduct the taping.

Usage

tape_Jacobian(pfun)

Arguments

pfun	An Rcpp_ADFun object.

Details

When the returned tape is evaluated (via say ⁠$eval()⁠, the resultant vector contains the Jacobian in long format (see https://cppad.readthedocs.io/latest/Jacobian.html). Suppose the function represented by pfun maps from n-dimensional space to m-dimensional space, then the first n elements of vector is the gradient of the first component of function output. The next n elements of the vector is the gradient of the second component of the function output. The Jacobian as a matrix, could then be obtained by as.matrix() with byrow = TRUE and ncol = n.

For creating this tape, the values of pfun$xtape and pfun$dyntape are used.

Value

An Rcpp_ADFun object.

See Also

Other tape builders: tape_Hessian(), tape_gradoffset(), tape_logJacdet(), tape_smd(), tape_swap(), tape_uld()

scorematchingad documentation built on April 4, 2025, 12:15 a.m.