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 |
| Reference manual: | RcppEigenAD.html , RcppEigenAD.pdf |
| Package source: | RcppEigenAD_1.1.0.tar.gz |
| Windows binaries: | r-devel: RcppEigenAD_1.1.0.zip, r-release: RcppEigenAD_1.1.0.zip, r-oldrel: RcppEigenAD_1.1.0.zip |
| macOS binaries: | r-release (arm64): RcppEigenAD_1.1.0.tgz, r-oldrel (arm64): RcppEigenAD_1.1.0.tgz, r-release (x86_64): RcppEigenAD_1.1.0.tgz, r-oldrel (x86_64): RcppEigenAD_1.1.0.tgz |
| Old sources: | RcppEigenAD archive |
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