CRAN/E | RcppEigenAD

RcppEigenAD

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

Installation

About

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) ).

System requirements C++11

Key Metrics

Version 1.0.0
Published 2018-06-15 2195 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks RcppEigenAD results

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Maintainer

Maintainer

Daniel Grose

Authors

Damon Berridge

ctb

Robert Crouchley

ctb

Daniel Grose

aut / cre / ctb

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Imports

Rcpp ≥ 0.12.12
methods
RcppEigen
functional
memoise
readr
Rdpack

LinkingTo

Rcpp
RcppEigen
BH