RcppEigenAD: Generate Partial Derivatives using 'Rcpp', 'Eigen' and 'CppAD'
Compiles 'C++' code using 'Rcpp' <doi:10.18637/jss.v040.i08>, 'Eigen' <doi:10.18637/jss.v052.i05> and 'CppAD' to produce first and second order partial derivatives. Also provides an implementation of Faa' di Bruno's formula to combine the partial derivatives of composed functions.
Version: |
1.1.0 |
Imports: |
Rcpp (≥ 0.12.12), methods, functional, memoise, readr, Rdpack |
LinkingTo: |
Rcpp, RcppEigen, BH |
Suggests: |
RcppEigen, BH |
Published: |
2025-09-11 |
Author: |
Daniel Grose [aut, cre],
Robert Crouchley [aut, ctb] |
Maintainer: |
Daniel Grose <dan.grose at lancaster.ac.uk> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
yes |
Materials: |
NEWS |
CRAN checks: |
RcppEigenAD results |
Documentation:
Downloads:
Linking:
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