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 |
| 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 |
| macOS binaries: | r-release: RcppEigenAD_1.0.0.tgz, r-oldrel: RcppEigenAD_1.0.0.tgz |
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