RcppEigenAD: Generate Partial Derivatives using 'Rcpp', 'Eigen' and 'CppAD'
Compiles 'C++' code using 'Rcpp' <doi:10.18637/jss.v040.i08>, 'Eigen' <doi:10.18637/jss.v052.i05> 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.
| Version: |
1.1.0 |
| Imports: |
Rcpp (≥ 0.12.12), methods, functional, memoise, readr, Rdpack |
| LinkingTo: |
Rcpp, RcppEigen, BH |
| Suggests: |
RcppEigen, BH |
| Published: |
2025-09-11 |
| DOI: |
10.32614/CRAN.package.RcppEigenAD |
| Author: |
Daniel Grose [aut, cre],
Robert Crouchley [aut, ctb] |
| Maintainer: |
Daniel Grose <dan.grose at lancaster.ac.uk> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Materials: |
NEWS |
| CRAN checks: |
RcppEigenAD results |
Documentation:
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