Implements the forward-mode automatic differentiation for multivariate functions using the matrix-calculus notation from Magnus and Neudecker (2019) <doi:10.1002/9781119541219>. Two key features of the package are: (i) it incorporates various optimisation strategies to improve performance; this includes applying memoisation to cut down object construction time, using sparse matrix representation to speed up derivative calculation, and creating specialised matrix operations to reduce computation time; (ii) it supports differentiating random variates with respect to their parameters, targeting Markov chain Monte Carlo (MCMC) and general simulation-based applications.
Version: | 0.5.4 |
Depends: | R (≥ 3.6.0), methods, Matrix |
Imports: | purrr, dplyr, magrittr, assertthat, mvtnorm, Rcpp |
LinkingTo: | Rcpp, RcppArmadillo |
Suggests: | testthat, covr, knitr, rmarkdown, pryr, MCMCpack |
Published: | 2020-11-09 |
Author: | Chun Fung Kwok |
Maintainer: | Chun Fung Kwok <kwokcf at unimelb.edu.au> |
BugReports: | https://github.com/kcf-jackson/ADtools/issues |
License: | MIT + file LICENSE |
URL: | https://github.com/kcf-jackson/ADtools |
NeedsCompilation: | yes |
CRAN checks: | ADtools results |
Reference manual: | ADtools.pdf |
Vignettes: |
introduction-to-ADtools |
Package source: | ADtools_0.5.4.tar.gz |
Windows binaries: | r-devel: ADtools_0.5.4.zip, r-devel-UCRT: ADtools_0.5.4.zip, r-release: ADtools_0.5.4.zip, r-oldrel: ADtools_0.5.4.zip |
macOS binaries: | r-release (arm64): ADtools_0.5.4.tgz, r-release (x86_64): ADtools_0.5.4.tgz, r-oldrel: ADtools_0.5.4.tgz |
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