RcppEigenAD: Compiles 'C++' Code using 'Rcpp', 'Eigen' and 'CppAD' to Produce First and Second Order Partial Derivatives

Berridge, Damon and Grose, Daniel and Crouchley, Robert (2018) RcppEigenAD: Compiles 'C++' Code using 'Rcpp', 'Eigen' and 'CppAD' to Produce First and Second Order Partial Derivatives. UNSPECIFIED.

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Abstract

Compiles 'C++' code using 'Rcpp', 'Eigen' 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.

Item Type:
Other
Additional Information:
Online
ID Code:
143557
Deposited By:
Deposited On:
08 Oct 2020 12:55
Refereed?:
No
Published?:
Published
Last Modified:
08 Oct 2020 12:55