Compiles 'C++' Code using 'Rcpp', 'Eigen' and 'CppAD' to Produce First and Second Order Partial Derivatives


[Up] [Top]

Documentation for package ‘RcppEigenAD’ version 1.0.0

Help Pages

%.% Compose two functions created using either sourceCppAD or '%.%' itself
H Construct a function to calculate the Hessian of a function.
J Construct a function to calculate the Jacobian of a function.
sourceCppAD Construct a function to calculate the Jacobian of a function.