madness

MaRDI QIDQ37911swMATHCRANFDO

Authors Steven E. Pav

Last update 21 August 2023

Copyright license GNU Lesser General Public License, version 3.0

Software version identifier 0.2.7, 0.1.0, 0.2.0, 0.2.1, 0.2.2, 0.2.3, 0.2.4, 0.2.5, 0.2.6, 0.2.8

Official website https://cran.r-project.org/web/packages/madness/index.html

Source code repository https://github.com/cran/madness

Description

An object that supports automatic differentiation of matrix- and multidimensional-valued functions with respect to multidimensional independent variables. Automatic differentiation is via 'forward accumulation'.

Cited in

(13)

• Yacas
• PyCppAD
• dco/c++
• pyadolc
• rjmcmc
• radx
• Numdifftools
• FSAdata
• graphPAF
• BayesOrdDesign
• Efficient computation of derivatives for solving optimization problems in R and Python using SWIG-generated interfaces to ADOL-C
• R package rjmcmc: reversible jump MCMC using post‐processing
• f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models

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