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RcppEigenAD (version 1.0.0)

Compiles 'C++' Code using 'Rcpp', 'Eigen' and 'CppAD' to Produce First and Second Order Partial Derivatives

Description

Compiles 'C++' code using 'Rcpp', 'Eigen' 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, (see Hardy, M (2006) ).

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Version

Install

install.packages('RcppEigenAD')

Monthly Downloads

519

Version

1.0.0

License

GPL (>= 2)

Maintainer

Daniel Grose

Last Published

June 15th, 2018

Functions in RcppEigenAD (1.0.0)

%.%

Compose two functions created using either sourceCppAD or %.% itself
J

Construct a function to calculate the Jacobian of a function.
H

Construct a function to calculate the Hessian of a function.
sourceCppAD

Construct a function to calculate the Jacobian of a function.