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RcppEigenAD  

Generate Partial Derivatives using 'Rcpp', 'Eigen' and 'CppAD'
View on CRAN: Click here


Download and install RcppEigenAD package within the R console
Install from CRAN:
install.packages("RcppEigenAD")

Install from Github:
library("remotes")
install_github("cran/RcppEigenAD")

Install by package version:
library("remotes")
install_version("RcppEigenAD", "1.1.0")



Attach the package and use:
library("RcppEigenAD")
Maintained by
Daniel Grose
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-06-15
Latest Update:
Description:
Compiles C code using Rcpp Eigen and CppAD to produce first and second order partial derivatives. Also provides an implementation of Faa di Brunos formula to combine the partial derivatives of composed functions see Hardy M 2006 arXivmath0601149v1.
How to cite:
Daniel Grose (2018). RcppEigenAD: Generate Partial Derivatives using 'Rcpp', 'Eigen' and 'CppAD'. R package version 1.1.0, https://cran.r-project.org/web/packages/RcppEigenAD. Accessed 26 Oct. 2026.
Previous versions and publish date:
(2026-07-13 06:23), 1.0.0 (2018-06-15 15:10), 1.1.0 (2025-09-11 07:50)
Other packages that cited RcppEigenAD R package
View RcppEigenAD citation profile
Other R packages that RcppEigenAD depends, imports, suggests or enhances
Complete documentation for RcppEigenAD
Functions, R codes and Examples using the RcppEigenAD R package
Some associated functions: H . J . comp . sourceCppAD . 
Some associated R codes: H.R . J.R . RcppExports.R . comp.R . sourceCppAD.R . utils.R . zzz.R .  Full RcppEigenAD package functions and examples
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