Automatic Differentiation of Multivariate Operations [R package madness version 0.2.8]

Steven E. Pav

madness: Automatic Differentiation of Multivariate Operations

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

Version: 0.2.8

Depends: R (≥ 3.2.0)

Imports: Matrix, matrixcalc, expm, methods

Suggests: testthat, dplyr, tidyr, lubridate, SharpeR, sandwich, formatR, knitr

Published: 2023年08月21日

DOI: 10.32614/CRAN.package.madness

Author: Steven E. Pav ORCID iD [aut, cre]

Maintainer: Steven E. Pav <shabbychef at gmail.com>

BugReports: https://github.com/shabbychef/madness/issues

License: LGPL-3

URL: https://github.com/shabbychef/madness

NeedsCompilation: no

Citation: madness citation info

Materials: README, ChangeLog

CRAN checks: madness results

Documentation:

Reference manual: madness.html , madness.pdf

Vignettes: Asymptotic Distribution of the Markowitz Portfolio (source, R code)

Downloads:

Package source: madness_0.2.8.tar.gz

Windows binaries: r-devel: madness_0.2.8.zip, r-release: madness_0.2.8.zip, r-oldrel: madness_0.2.8.zip

macOS binaries: r-release (arm64): madness_0.2.8.tgz, r-oldrel (arm64): madness_0.2.8.tgz, r-release (x86_64): madness_0.2.8.tgz, r-oldrel (x86_64): madness_0.2.8.tgz

Old sources: madness archive

Linking:

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