ADtools: Automatic Differentiation Toolbox
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 
[aut, cre],
Dan Zhu [aut],
Liana Jacobi
[aut] |
| 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 |
Downloads:
| 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 |
Linking:
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