dual

Automatic Differentiation with Dual Numbers

CRAN Package

Automatic differentiation is achieved by using dual numbers without providing hand-coded gradient functions. The output value of a mathematical function is returned with the values of its exact first derivative (or gradient). For more details see Baydin, Pearlmutter, Radul, and Siskind (2018) https://jmlr.org/papers/volume18/17-468/17-468.pdf.

  • Version0.0.5
  • R version≥ 3.2.0 base
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release10/03/2023

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