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RcppEigenAD

Generate Partial Derivatives using 'Rcpp', 'Eigen' and 'CppAD'

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.

Versions across snapshots

VersionRepositoryFileSize
1.1.0 rolling linux/jammy R-4.5 RcppEigenAD_1.1.0.tar.gz 665.8 KiB
1.1.0 rolling linux/noble R-4.5 RcppEigenAD_1.1.0.tar.gz 667.5 KiB
1.1.0 rolling source/ R- RcppEigenAD_1.1.0.tar.gz 661.3 KiB
1.1.0 latest linux/jammy R-4.5 RcppEigenAD_1.1.0.tar.gz 665.8 KiB
1.1.0 latest linux/noble R-4.5 RcppEigenAD_1.1.0.tar.gz 667.5 KiB
1.1.0 latest source/ R- RcppEigenAD_1.1.0.tar.gz 661.3 KiB
1.1.0 2026-04-26 source/ R- RcppEigenAD_1.1.0.tar.gz 661.3 KiB
1.1.0 2026-04-23 source/ R- RcppEigenAD_1.1.0.tar.gz 661.3 KiB
1.1.0 2026-04-09 windows/windows R-4.5 RcppEigenAD_1.1.0.zip 1.3 MiB

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