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madness: Automatic Differentiation of Multivariate Operations

An object that supports automatic differentiation of matrix- and multidimensional-valued functions with respect to multidimensional independent variables. Automatic differentiation is via 'forward accumulation'.

Version:0.2.8
Depends:R (≥ 3.2.0)
Imports:Matrix,matrixcalc,expm, methods
Suggests:testthat,dplyr,tidyr,lubridate,SharpeR,sandwich,formatR,knitr
Published:2023-08-21
DOI:10.32614/CRAN.package.madness
Author:Steven E. PavORCID iD [aut, cre]
Maintainer:Steven E. Pav <shabbychef at gmail.com>
BugReports:https://github.com/shabbychef/madness/issues
License:LGPL-3
URL:https://github.com/shabbychef/madness
NeedsCompilation:no
Citation:madness citation info
Materials:README,ChangeLog
CRAN checks:madness results

Documentation:

Reference manual:madness.html ,madness.pdf
Vignettes:Asymptotic Distribution of the Markowitz Portfolio (source,R code)

Downloads:

Package source: madness_0.2.8.tar.gz
Windows binaries: r-devel:madness_0.2.8.zip, r-release:madness_0.2.8.zip, r-oldrel:madness_0.2.8.zip
macOS binaries: r-release (arm64):madness_0.2.8.tgz, r-oldrel (arm64):madness_0.2.8.tgz, r-release (x86_64):madness_0.2.8.tgz, r-oldrel (x86_64):madness_0.2.8.tgz
Old sources: madness archive

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=madnessto link to this page.


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