Archive for July, 2019
Automatic differentiation in pqR
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I’ve released a version of my pqR implementation of R that has extensions for automatic differentiation. This is not a stable release, but it can be downloaded from pqR-project.org — look for the test version at the bottom — and installed the same as other pqR versions (from source, so you’ll need C and Fortran compilers). |
Note that this version very likely has various bugs — mostly showing up only if you use automatic differentiation, I hope.
You can read about the automatic differentation facilities here, or with help(Gradient) after installing the test version. Below are a few examples to show a bit of what you can do.
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