quadratic_expression

Compute the value and derivate of a quadratic expression X' * Sigma * X

The header-only 'C++' template library 'FastAD' for automatic
differentiation <https://github.com/JamesYang007/FastAD> is provided by
this package, along with a few illustrative examples that can all be called
from R.

Dirk Eddelbuettel

RcppFastAD

'Rcpp' Bindings to 'FastAD' Auto-Differentiation

James Yang

quadratic_expression function

<dl><dt>X</dt>
<dd>A 2 element vector</dd>
<dt>Sigma</dt>
<dd>A 2 x 2 matrix</dd></dl>

Arguments

Compute the value and derivate of a quadratic expression X' * Sigma * X — quadratic_expression

<dl>

<dt>X</dt>
<dd>A 2 element vector</dd>


<dt>Sigma</dt>
<dd>A 2 x 2 matrix</dd>

</dl>

quadratic_expression: Compute the value and derivate of a quadratic expression X' * Sigma * X

Description

Usage

Value

Arguments

Examples