Learn R Programming
⚠️There's a newer version (0.2.8) of this package.Take me there.

madness (version 0.1.0)

Automatic Differentiation of Multivariate Operations

Description

An object that supports automatic differentiation of matrix- and multidimensional-valued functions with respect to multidimensional independent variables. Automatic differentiation is via 'forward accumulation'.

Copy Link

Version

Install

install.packages('madness')

Monthly Downloads

273

Version

0.1.0

License

LGPL-3

Issues

12

Pull Requests

0

Stars

31

Forks

0

Maintainer

Steven E. Pav

Last Published

December 15th, 2015

Functions in madness (0.1.0)

accessor

Accessor methods.
as.madness

Coerce to a madness object.
det

Matrix Determinant
arithops

Basic Arithmetic Operations.
sumprod

Sum and Product.
elwise

Element-wise Multivariate Operations
madness-pkg

Multivariate Automatic Differentiation.
solve

Basic Matrix Inversion
outer

Outer product.
theta

Estimate the symmetric second moment array of values.
[

Extract parts of a madness value.
blockrep

Replicate blocks of multidimensional value.
numderiv

Numerical (approximate) Differentiation.
vec

vectorize a multidimensional array.
reshapes

Basic Reshape Operations
show

Show a madness object.
matwise

Matrix-wise Multivariate Operations
as

Coerce madness to something else
colsums

Form Row and Column Sums and Means
matrix.trace

Matrix Trace
madness-class

Madness Class.
setter

Setter methods.
twomoments

Estimate the mean and covariance of values.
bind

Row and Column Bind
vcov.madness

Calculate Variance-Covariance Matrix for a model.
marithops

Basic Matrix Arithmetic Operations.