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) ).


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install.packages("RcppEigenAD")

1.0.0 by Daniel Grose, 9 months ago


Browse source code at https://github.com/cran/RcppEigenAD


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