eddelbuettel/rcpphyperdual: Rcpp Interface to Hyper-Dual Numbers
Hyper-Dual Numbers permit the exact calculation of second derivatives which is both free of truncation and subtractive cancellation. Hyper-Dual numbers were introduced Jeffrey Fike and Juan Alonson, and this package uses a header-only C++ implementation by Fike and released under the MIT license. Accurate 2nd derivatives computation.
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Package details |
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| Author | Dirk Eddelbuettel, Ravi Varadhan and Tim Triche |
| Maintainer | Dirk Eddelbuettel <edd@debian.org> |
| License | GPL (>= 2) |
| Version | 0.0.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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