CRAN/E | madness

madness

Automatic Differentiation of Multivariate Operations

Installation

About

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

Citation madness citation info
github.com/shabbychef/madness
Bug report File report

Key Metrics

Version 0.2.8
R ≥ 3.2.0
Published 2023-08-21 249 days ago
Needs compilation? no
License LGPL-3
CRAN checks madness results

Downloads

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Last 7 days 53 -21%
Last 30 days 287 -21%
Last 90 days 982 -22%
Last 365 days 3.995 +9%

Maintainer

Maintainer

Steven E. Pav

shabbychef@gmail.com

Authors

Steven E. Pav

aut / cre

Material

README
ChangeLog
Reference manual
Package source

Vignettes

Asymptotic Distribution of the Markowitz Portfolio

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

madness archive

Depends

R ≥ 3.2.0

Imports

Matrix
matrixcalc
expm
methods

Suggests

testthat
dplyr
tidyr
lubridate
SharpeR
sandwich
formatR
knitr

Reverse Depends

rjmcmc

Reverse Imports

BayesOrdDesign