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

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, (see Hardy, M (2006) ).


Reference manual

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1.0.0 by Daniel Grose, 4 years ago

Browse source code at

Authors: Damon Berridge <[email protected]> [ctb] Robert Crouchley <[email protected]> [ctb] Daniel Grose <[email protected]> [aut,cre,ctb]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, methods, RcppEigen, functional, memoise, readr, Rdpack

Linking to Rcpp, RcppEigen, BH

System requirements: C++11

See at CRAN