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

Departments:

Faculty of Science and Technology > Mathematics and Statistics
Lancaster University Management School > Economics

ID Code:

143557

Deposited By:

ep_importer_pure

Deposited On:

08 Oct 2020 12:55

Refereed?:

Published?:

Published

Last Modified:

12 Sep 2023 03:58

URI:

https://eprints.lancs.ac.uk/id/eprint/143557