RcppFastAD-package {RcppFastAD}

'Rcpp' Bindings to 'FastAD' Auto-Differentiation

Description

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.

Package Content

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

Maintainer

NA

Author(s)

NA