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'.

Tests Vignettes

Available Snapshots

This version of madness can be found in the following snapshots:

Dependencies

Imports/Depends/LinkingTo/Enhances (3)
  • R
  • matrixcalc
  • expm
  • Suggests (8)
  • testthat
  • dplyr
  • tidyr
  • lubridate
  • SharpeR
  • sandwich
  • formatR
  • knitr
  • Version History