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

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) <arXiv:math/0601149v1>).

Version: 1.0.0
Imports: Rcpp (≥ 0.12.12), methods, RcppEigen, functional, memoise, readr, Rdpack
LinkingTo: Rcpp, RcppEigen, BH
Published: 2018-06-15
Author: Damon Berridge [ctb] Robert Crouchley [ctb] Daniel Grose [aut,cre,ctb]
Maintainer: Daniel Grose <dan.grose at lancaster.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
SystemRequirements: C++11
CRAN checks: RcppEigenAD results

Downloads:

Reference manual: RcppEigenAD.pdf
Package source: RcppEigenAD_1.0.0.tar.gz
Windows binaries: r-devel: RcppEigenAD_1.0.0.zip, r-release: RcppEigenAD_1.0.0.zip, r-oldrel: RcppEigenAD_1.0.0.zip
OS X binaries: r-release: RcppEigenAD_1.0.0.tgz, r-oldrel: RcppEigenAD_1.0.0.tgz

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