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

Research output: Exhibits, objects and web-based outputsSoftware

Publication date15/06/2018
Medium of outputOnline
<mark>Original language</mark>English


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.