Automatic Differentiation of Multivariate Operations

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Documentation for package ‘madness’ version 0.2.8

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A B C D E I K L M N O P R S T V W X misc

-- A --

abs-method Element-wise Multivariate Operations
accessor Accessor methods.
ANY-method Numerical (approximate) Differentiation.
aperm Basic Reshape Operations
aperm.madness Basic Reshape Operations
arithops Basic Arithmetic Operations.
as Coerce madness to something else
as.array Coerce madness to something else
as.array-method Coerce madness to something else
as.madness Coerce to a madness object.
as.madness.default Coerce to a madness object.
as.matrix Coerce madness to something else
as.matrix-method Coerce madness to something else
as.numeric Coerce madness to something else
as.numeric-method Coerce madness to something else

-- B --

bind Row and Column Bind
blockrep Replicate blocks of multidimensional value.

-- C --

c.madness Row and Column Bind
cbind2-method Row and Column Bind
chol Matrix-wise Multivariate Operations
chol.madness Matrix-wise Multivariate Operations
colMeans Form Row and Column Sums and Means
colMeans-method Form Row and Column Sums and Means
colSums Form Row and Column Sums and Means
colsums Form Row and Column Sums and Means
colSums-method Form Row and Column Sums and Means
cos-method Element-wise Multivariate Operations
crossprod Basic Matrix Arithmetic Operations.
crossprod-method Basic Matrix Arithmetic Operations.

-- D --

det Matrix Determinant
determinant Matrix Determinant
determinant-method Matrix Determinant
determinant.madness Matrix Determinant
diag Diagonal Operations
diag-method Diagonal Operations
dim-method Accessor methods.
dim<--method Basic Reshape Operations
dvdx Accessor methods.
dvdx-method Accessor methods.

-- E --

eigen Spectral Decomposition of a Matrix
eigen-method Spectral Decomposition of a Matrix
elwise Element-wise Multivariate Operations
exp-method Element-wise Multivariate Operations

-- I --

initialize,madness-class Madness Class.
initialize-method Madness Class.
ivech vectorize a multidimensional array.
ivech-method vectorize a multidimensional array.

-- K --

kronecker,array,madness-class Outer product.
kronecker,madness,array-class Outer product.
kronecker,madness,madness-class Outer product.
kronecker-method Outer product.

-- L --

length-method Accessor methods.
log-method Element-wise Multivariate Operations
log10-method Element-wise Multivariate Operations

-- M --

madness Madness Class.
madness-class Madness Class.
madness-NEWS News for package 'madness':
marithops Basic Matrix Arithmetic Operations.
matrix.trace Matrix Trace
matrix.trace-method Matrix Trace
matwise Matrix-wise Multivariate Operations
max Maxima and Minima
max,madness-class Maxima and Minima
max-method Maxima and Minima
maxeig Matrix and vector norms.
maxeig-method Matrix and vector norms.
min Maxima and Minima
min,madness-class Maxima and Minima
min-method Maxima and Minima

-- N --

norm Matrix and vector norms.
norm-method Matrix and vector norms.
numderiv Numerical (approximate) Differentiation.
numderiv-method Numerical (approximate) Differentiation.

-- O --

outer Outer product.
outer-method Outer product.

-- P --

prod Sum and Product.
prod,madness-class Sum and Product.
prod-method Sum and Product.

-- R --

rbind2-method Row and Column Bind
repto Replicate blocks of multidimensional value.
reshapes Basic Reshape Operations
rowMeans Form Row and Column Sums and Means
rowMeans-method Form Row and Column Sums and Means
rowSums Form Row and Column Sums and Means
rowSums-method Form Row and Column Sums and Means

-- S --

setter Setter methods.
show Show a madness object.
show-method Show a madness object.
sin-method Element-wise Multivariate Operations
solve Basic Matrix Inversion
solve-method Basic Matrix Inversion
sqrt-method Element-wise Multivariate Operations
sqrtm Matrix-wise Multivariate Operations
sqrtm-method Matrix-wise Multivariate Operations
stock_returns Stock Returns Data
sum Sum and Product.
sum,madness-class Sum and Product.
sum-method Sum and Product.
sumprod Sum and Product.

-- T --

t Basic Reshape Operations
t-method Basic Reshape Operations
tan-method Element-wise Multivariate Operations
tcrossprod Basic Matrix Arithmetic Operations.
tcrossprod-method Basic Matrix Arithmetic Operations.
theta Estimate the symmetric second moment array of values.
todiag Diagonal Operations
todiag-method Diagonal Operations
to_objective Convert a madness object into an objective value with gradient
tril Basic Reshape Operations
tril-method Basic Reshape Operations
triu Basic Reshape Operations
triu-method Basic Reshape Operations
twomoments Estimate the mean and covariance of values.

-- V --

val Accessor methods.
val-method Accessor methods.
varx Accessor methods.
varx-method Accessor methods.
varx<- Setter methods.
varx<--method Setter methods.
vcov.madness Calculate Variance-Covariance Matrix for a model.
vec vectorize a multidimensional array.
vec-method vectorize a multidimensional array.
vech vectorize a multidimensional array.
vech-method vectorize a multidimensional array.
vtag Accessor methods.
vtag-method Accessor methods.
vtag<- Setter methods.
vtag<--method Setter methods.

-- W --

wff3 Weekly Fama French 3 Factor Returns

-- X --

xtag Accessor methods.
xtag-method Accessor methods.
xtag<- Setter methods.
xtag<--method Setter methods.

-- misc --

%*%,array,madness-class Basic Matrix Arithmetic Operations.
%*%,madness,array-class Basic Matrix Arithmetic Operations.
%*%-method Basic Matrix Arithmetic Operations.
%o% Outer product.
*,array,madness-class Basic Arithmetic Operations.
*,madness,array-class Basic Arithmetic Operations.
*,madness,madness-class Basic Arithmetic Operations.
*,madness,numeric-class Basic Arithmetic Operations.
*,numeric,madness-class Basic Arithmetic Operations.
*-method Basic Arithmetic Operations.
+,array,madness-class Basic Arithmetic Operations.
+,madness,array-class Basic Arithmetic Operations.
+,madness,madness-class Basic Arithmetic Operations.
+,madness,numeric-class Basic Arithmetic Operations.
+,madness-class Basic Arithmetic Operations.
+,numeric,madness-class Basic Arithmetic Operations.
+-method Basic Arithmetic Operations.
-,array,madness-class Basic Arithmetic Operations.
-,madness,array-class Basic Arithmetic Operations.
-,madness,madness-class Basic Arithmetic Operations.
-,madness,numeric-class Basic Arithmetic Operations.
-,madness-class Basic Arithmetic Operations.
-,numeric,madness-class Basic Arithmetic Operations.
--method Basic Arithmetic Operations.
/,array,madness-class Basic Arithmetic Operations.
/,madness,array-class Basic Arithmetic Operations.
/,madness,madness-class Basic Arithmetic Operations.
/,madness,numeric-class Basic Arithmetic Operations.
/,numeric,madness-class Basic Arithmetic Operations.
/-method Basic Arithmetic Operations.
[ Extract parts of a 'madness' value.
[-method Extract parts of a 'madness' value.
^,array,madness-class Basic Arithmetic Operations.
^,madness,array-class Basic Arithmetic Operations.
^,madness,madness-class Basic Arithmetic Operations.
^,madness,numeric-class Basic Arithmetic Operations.
^,numeric,madness-class Basic Arithmetic Operations.
^-method Basic Arithmetic Operations.
`%*%`,madness,madness-class Basic Matrix Arithmetic Operations.