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)
- Version1.0.0
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release06/15/2018
Team
Daniel Grose
Damon Berridge
Show author detailsRolesContributorRobert Crouchley
Show author detailsRolesContributor
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- Imports7 packages
- Linking To3 packages