[aut, cre]An object that supports automatic differentiation of matrix- and multidimensional-valued functions with respect to multidimensional independent variables. Automatic differentiation is via 'forward accumulation'.
| Version: | 0.2.7 |
| Depends: | R (≥ 3.2.0) |
| Imports: | Matrix, matrixcalc, expm, methods |
| Suggests: | testthat, dplyr, tidyr, lubridate, SharpeR, sandwich, formatR, knitr |
| Published: | 2020-02-08 |
| Author: | Steven E. Pav
[aut, cre] |
| Maintainer: | Steven E. Pav <shabbychef at gmail.com> |
| BugReports: | https://github.com/shabbychef/madness/issues |
| License: | LGPL-3 |
| URL: | https://github.com/shabbychef/madness |
| NeedsCompilation: | no |
| Citation: | madness citation info |
| Materials: | README ChangeLog |
| CRAN checks: | madness results |
| Reference manual: | madness.pdf |
| Vignettes: |
Asymptotic Distribution of the Markowitz Portfolio |
| Package source: | madness_0.2.7.tar.gz |
| Windows binaries: | r-devel: madness_0.2.7.zip, r-release: madness_0.2.7.zip, r-oldrel: madness_0.2.7.zip |
| macOS binaries: | r-release: madness_0.2.7.tgz, r-oldrel: madness_0.2.7.tgz |
| Old sources: | madness archive |
| Reverse depends: | rjmcmc |
| Reverse suggests: | nlmixr |
Please use the canonical form https://CRAN.R-project.org/package=madness to link to this page.