RcppFastAD-package {RcppFastAD} | R Documentation |
The header-only 'C++' template library 'FastAD' for automatic differentiation <https://github.com/JamesYang007/FastAD> is provided by this package, along with a few illustrative examples that can all be called from R.
Index of help topics:
RcppFastAD-package 'Rcpp' Bindings to 'FastAD' Auto-Differentiation black_scholes Black-Scholes valuation and first derivatives via Automatic Differentiation linear_regression Evaluate a squared-loss linear regression at a given parameter value quadratic_expression Compute the value and derivate of a quadratic expression X' * Sigma * X
Dirk Eddelbuettel <edd@debian.org>
Dirk Eddelbuettel [aut, cre] (<https://orcid.org/0000-0001-6419-907X>), James Yang [aut] (<https://orcid.org/0000-0002-0015-7812>)