'Rcpp' Bindings to 'FastAD' Auto-Differentiation
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Documentation for package ‘RcppFastAD’ version 0.0.2
Help Pages
| 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 |
| RcppFastAD | 'Rcpp' Bindings to 'FastAD' Auto-Differentiation |