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...s. This may not result in the fastest solution, in terms of time taken to calculate the derivatives, but could result in a 'clean' interface that was relatively straightforward to extend. Alternatively, it may be possible to make use of a pre-exisiting AD library in another language (e.g. ADOL-C or the AutoDiff libraries from AD Model Builder). As these libraries are C++ based this would require functions that were written in R to be parsed into C++ and then compiled before their derviatives could be found. Although this has the advantage of using work that is already well developed, t...