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RcppEigenAD: Compiles 'C++' Code using 'Rcpp', ...
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https://CRAN.R-project.org/package=RcppEigenAD
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RcppEigenAD: Compiles 'C++' Code using 'Rcpp', 'Eigen' and 'CppAD' to Produce First and Second Order Partial Derivatives
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Damon Berridge
(Artist)
Daniel Grose
(Developer)
Robert Crouchley
(Developer)
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Publication date
15/06/2018
Medium of output
Online
<mark>Original language</mark>
English
Abstract
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.
