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.
| Version: | 1.1.0 | 
| Imports: | Rcpp (≥ 0.12.12), methods, functional, memoise, readr, Rdpack | 
| LinkingTo: | Rcpp, RcppEigen, BH | 
| Suggests: | RcppEigen, BH | 
| Published: | 2025-09-11 | 
| DOI: | 10.32614/CRAN.package.RcppEigenAD | 
| Author: | Daniel Grose [aut, cre],
  Robert Crouchley [aut, ctb] | 
| Maintainer: | Daniel Grose  <dan.grose at lancaster.ac.uk> | 
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] | 
| NeedsCompilation: | yes | 
| Materials: | NEWS | 
| CRAN checks: | RcppEigenAD results | 
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