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.

Getting started

Package details

AuthorDirk Eddelbuettel, Ravi Varadhan and Tim Triche
MaintainerDirk Eddelbuettel <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
eddelbuettel/rcpphyperdual documentation built on May 15, 2019, 10:33 p.m.