Rcppautodiff

An R interface to the autodiff C++ library using Rcpp. autodiff is a modern, header-only C++17 library which provides an efficient and simple interface to perform automatic differentiation in C++. autodiff supports both forward and reverse mode of automatic differentiation. Rcppautodiff brings these capabilities to R. For more details on the autodiff library, please see its documentation and tutorials.

The vignette of this package also reproduces a number of examples from the autodiff library in R using Rcpp.

Installation

Rcppautodiff is not on CRAN yet. It can be installed from github using the following command in the R console.

pak::pkg_install('sn248/Rcppautodiff')

Examples

See the package vignette for a variety of examples.

Acknowledgement

This package would not exist without the wonderful autodiff, a modern, fast and expressive C++ library for automatic differentiation (by Allan M. M. Beal), found at https://autodiff.github.io/