An R interface to the autodiff C++ library
using Rcpp. autodiff is a modern, header-only
C++17 library which provides an efficient and simple
interface to perform automatic differentiation in C++. autodiff supports both forward
and reverse mode of automatic differentiation. Rcppautodiff
brings these capabilities to R. For more details on the autodiff library, please see its
documentation and tutorials.
The vignette
of this package also reproduces a number of examples from the
autodiff library in R using
Rcpp.
Rcppautodiff is not on CRAN yet. It can be installed
from github using the following command in the R
console.
pak::pkg_install('sn248/Rcppautodiff')See the package vignette for a variety of examples.
This package would not exist without the wonderful
autodiff, a modern, fast and expressive C++ library for
automatic differentiation (by Allan M. M. Beal), found at
https://autodiff.github.io/