madness-pkg: Multivariate Automatic Differentiation.
In shabbychef/madness: Automatic Differentiation of Multivariate Operations
Description
Legal Mumbo Jumbo
Note
Author(s)
References
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
Steven E. Pav shabbychef@gmail.com
References
Griewank, Andreas and Walther, Andrea. "Evaluating Derivatives: principles and techniques of algorithmic differentiation."
SIAM (2008).
Petersen, Kaare Brandt and Pedersen, Michael Syskind. "The Matrix Cookbook."
Technical University of Denmark (2012).
http://www2.imm.dtu.dk/pubdb/p.php?3274
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,
Fackler, Paul L. "Notes on Matrix Calculus." (2005).
http://www4.ncsu.edu/~pfackler/MatCalc.pdf
MM: DO use @importFrom (whimps use full imports ..) !
shabbychef/madness documentation built on April 11, 2021, 11:03 p.m.
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Description Legal Mumbo Jumbo Note Author(s) References
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
Steven E. Pav shabbychef@gmail.com
References
Griewank, Andreas and Walther, Andrea. "Evaluating Derivatives: principles and techniques of algorithmic differentiation." SIAM (2008).
Petersen, Kaare Brandt and Pedersen, Michael Syskind. "The Matrix Cookbook." Technical University of Denmark (2012). http://www2.imm.dtu.dk/pubdb/p.php?3274
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,
Fackler, Paul L. "Notes on Matrix Calculus." (2005). http://www4.ncsu.edu/~pfackler/MatCalc.pdf
MM: DO use @importFrom (whimps use full imports ..) !
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