RcppEigenAD: Generate Partial Derivatives using 'Rcpp', 'Eigen' and 'CppAD'
Compiles 'C++' code using 'Rcpp' <doi:10.18637/jss.v040.i08>, 'Eigen' <doi:10.18637/jss.v052.i05> 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.
| Version: | 1.1.0 |
| Imports: | Rcpp (≥ 0.12.12), methods,functional,memoise,readr,Rdpack |
| LinkingTo: | Rcpp,RcppEigen,BH |
| Suggests: | RcppEigen,BH |
| Published: | 2025-09-11 |
| DOI: | 10.32614/CRAN.package.RcppEigenAD |
| Author: | Daniel Grose [aut, cre], Robert Crouchley [aut, ctb] |
| Maintainer: | Daniel Grose <dan.grose at lancaster.ac.uk> |
| License: | GPL-2 |GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | RcppEigenAD results |
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