Automatic Differentiation Toolbox


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Documentation for package ‘ADtools’ version 0.5.4

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A B C D E F G H I K L M N O R S T U V X Z misc

-- A --

ABxI Compute A (B %x% I)
add_vector_to_matrix_column Add a column vector to each column of a matrix
add_vector_to_matrix_row Add a column vector to each row of a matrix
AIxC Compute A (I %x% C)
as.matrix-method Coerce the first component of the dual object into a matrix.
as.matrix.dual Coerce the first component of the dual object into a matrix.
as.vector-method Coerce the first component of the dual object into a vector.
auto_diff Automatic differentiation

-- B --

band_matrix Band matrix
band_matrix0 Band matrix (memoised)
BxAZ Post-multiplying a kronecker product
BxID Compute (B %x% I) D

-- C --

cbind2-method Combine 'dual'-class objects by Columns (ANY-dual)
cbind2-method Combine 'dual'-class objects by Columns (dual-ANY)
cbind2-method Combine 'dual'-class objects by Columns (dual-dual)
chol-method Cholesky decomposition of 'dual'-class objects
chol0 Cholesky decomposition
chol0-method Cholesky decomposition of 'dual'-class objects
colMeans-method Column mean of a matrix.
colSums-method Column sum of a matrix.
commutation_matrix Commutation matrix
commutation_matrix0 Commutation matrix (memoised)
cos-method Element-wise cosine of a dual object
crossprod-method Crossproduct of 'dual'-class objects

-- D --

dchisq0 The density of the chi-squared distribution
det Determinant of a matrix
det-method Determinant of a 'dual'-class object
det.default Determinant of a matrix
det.dual Determinant of a 'dual'-class object
dexp0 The density of the exponential distribution
dgamma0 The density of the gamma distribution
diag-method Diagonal matrix
diag.dual Diagonal matrix
Diagonal Diagonal matrix
Diagonal0 Diagonal matrix (memoised)
dim-method Dimension of an Object
dinvWishart0 The density of the inverse Wishart distribution
dmvnorm0 The density of the multivariate normal distribution
dmvt0 The density of the multivariate t distribution
dnorm0 The density of the normal distribution
dt0 The density of the student-t distribution
dual Dual number constructor
dual-class S4 class "dual"
duals Converting a list of parameters into a list of dual numbers
dWishart0 The density of the Wishart distribution

-- E --

elimination_matrix Elimination matrix
elimination_matrix0 Elimination matrix (memoised)
exp-method Element-wise exponential of a dual object
Extract.dual Extract parts of an object

-- F --

finite_diff Finite difference method

-- G --

gamma-method Element-wise gamma of a dual object

-- H --

head-method Return the First or Last Part of an Object
head.dual Return the First or Last Part of an Object

-- I --

inverse_transform Simulation by inverse transform
IxCD Compute (I %x% C) D

-- K --

kronecker-method Kronecker multiplication of 'dual'-class objects (ANY-dual)
kronecker-method Kronecker multiplication of 'dual'-class objects (dual-ANY)
kronecker-method Kronecker product of 'dual'-class objects (dual-dual)

-- L --

length-method Length of an Object
log-method Element-wise logarithm of a dual object
lower_tri_matrix Construct a lower triangular matrix from a vector
lower_tri_matrix-method Construct a lower triangular matrix from a vector

-- M --

matrix Matrices
matrix-method Coerce the first component of the dual object into a matrix.
matrix.dual Coerce the first component of the dual object into a matrix.
matrix_determinant Determinant of a matrix
matrix_prod Interface for optimal matrix chain multiplication
mcm_optimal_order Find the optimal order of multiplying a matrix chain
mean-method Mean of vector or matrix elements

-- N --

ncol-method Number of columns
nrow-method Number of rows

-- O --

one_matrix Matrix of ones
one_matrix0 Matrix of ones (memoised)
optim_prod Executing the matrix multiplication given the optimal order

-- R --

randn Generate a matrix randomly from a normal distribution
randu Generate a matrix randomly from a uniform distribution
rbind2-method Combine 'dual'-class objects by Rows (ANY-dual)
rbind2-method Combine 'dual'-class objects by Rows (dual-ANY)
rbind2-method Combine 'dual'-class objects by Rows (dual-dual)
rchisq0 Simulate Chi-square random variates
rchisq0-method Simulate Chi-square random variates
rexp0 Simulate exponential random variates
rexp0-method Simulate exponential random variates
rgamma0 Simulate gamma random variates
rgamma0-method Simulate gamma random variates
rmvnorm0 Simulate multivariate normal random variates
rmvnorm0-method Simulate multivariate normal random variates
rmvnorm0_dual Simulate multivariate normal random variates
rmvt0 Simulate random variates from the multivariate t distribution
rnorm0 Simulate univariate normal random variates
rnorm0-method Simulate univariate normal random variates
round-method Rounding of Numbers
round.dual Rounding of Numbers
rowMeans-method Row mean of a matrix.
rowSums-method Row sum of a matrix.
rt0 Simulate random variates from the student-t distribution
rt0-method Simulate random variates from the student-t distribution
rWishart0 Simulate Wishart random variates
rWishart0-method Simulating from Wishart distribution using Bartlett decomposition

-- S --

sin-method Element-wise sine of a dual object
solve-method Inverse of 'dual'-class objects
sqrt-method Element-wise square-root of a dual object
sum-method Sum of matrix elements

-- T --

t-method Transpose of 'dual'-class objects
t.dual Transpose of 'dual'-class objects
tail-method Return the First or Last Part of an Object
tail.dual Return the First or Last Part of an Object
tan-method Element-wise tangent of a dual object
tcrossprod-method Crossproduct of 'dual'-class objects
tidy_dx Add rownames and colnames to the dual component
tr Trace of a matrix
tr-method Trace of a matrix

-- U --

upper_tri_matrix Construct an upper triangular matrix from a vector
upper_tri_matrix-method Construct an upper triangular matrix from a vector

-- V --

vec Vectorisation
vec-method Vectorisation
vech Half-vectorisation
vech-method Half-vectorisation

-- X --

XBxA Pre-multiplying a kronecker product

-- Z --

zero_matrix Matrix of zeroes
zero_matrix0 Matrix of zeroes (memoised)

-- misc --

%*%-method Matrix multiplication of 'dual'-class objects (ANY-dual)
%*%-method Matrix multiplication of 'dual'-class objects (dual-ANY)
%*%-method Matrix multiplication of 'dual'-class objects (dual-dual)
*-method (Element-wise) Multiplication of 'dual'-class objects (ANY-dual)
*-method (Element-wise) Multiplication of 'dual'-class objects (dual-ANY)
*-method (Element-wise) Multiplication of 'dual'-class objects (dual-dual)
+-method Addition of 'dual'-class objects (ANY-dual)
+-method Addition of 'dual'-class objects (dual-ANY)
+-method Addition of 'dual'-class objects (dual-dual)
--method Subtraction of 'dual'-class objects (dual-ANY)
--method Subtraction of 'dual'-class objects (dual-ANY)
--method Subtraction of 'dual'-class objects (dual-dual)
--method Subtraction of 'dual'-class objects (unary dual)
/-method (Element-wise) Division of 'dual'-class objects (ANY-dual)
/-method (Element-wise) Division of 'dual'-class objects (dual-ANY)
/-method (Element-wise) Division of 'dual'-class objects (dual-dual)
[-method Extract parts of an object
^-method Powers of 'dual'-class objects (ANY-dual)
^-method Powers of 'dual'-class objects (dual-ANY)
^-method Powers of 'dual'-class objects (dual-dual)