Automatic Differentiation with Dual Numbers

Automatic differentiation is achieved by using dual numbers without providing hand-coded gradient functions. The output value of a mathematical function is returned with the values of its exact first derivative (or gradient). For more details see Baydin, Pearlmutter, Radul, and Siskind (2018) < http://jmlr.org/papers/volume18/17-468/17-468.pdf>.


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Reference manual

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install.packages("dual")

0.0.3 by Luca Sartore, a year ago


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


Authors: Luca Sartore [aut, cre]


Documentation:   PDF Manual  


Task views: Numerical Mathematics


GPL-3 license


Depends on base, stats, methods


See at CRAN