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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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@misc{73e893cc34fc498eaac8507abcf0129c,
title = "RcppEigenAD: Compiles 'C++' Code using 'Rcpp', 'Eigen' and 'CppAD' to Produce First and Second Order Partial Derivatives",
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.",
author = "Damon Berridge and Daniel Grose and Robert Crouchley",
year = "2018",
month = jun,
day = "15",
language = "English",

}

RIS

TY - ADVS

T1 - RcppEigenAD: Compiles 'C++' Code using 'Rcpp', 'Eigen' and 'CppAD' to Produce First and Second Order Partial Derivatives

A2 - Berridge, Damon

A2 - Grose, Daniel

A2 - Crouchley, Robert

PY - 2018/6/15

Y1 - 2018/6/15

N2 - 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.

AB - 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.

M3 - Software

ER -