search for: autodiff

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2006 Jan 26
1
Automatic differentiation (was: Re: D(dnorm...)?)
...her system not unlike R, mainly because of the >licence price and because I really like R as a tool for almost everything. >But an AD function would really make a huge difference for my work. There are >free tools that can be used to perform AD on C or Fortran code (e.g. >http://www.autodiff.org). One of the difficulties to use them with R is the >need to translate the R code into C of Fortran code, but probably there are >many other problems that I'm not able to see. > >Alberto >-- _____________________________ Hans Julius Skaug Department of Mathematics Univer...
2009 Jul 22
2
Automatic differentiation in R
...ot 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, the parsing and com...
2009 Apr 15
1
Automatic Differentiation for R
...could then perhaps tweak some of the core language features if they didn't seamlessly support the AD (we can't do this in Matlab and that is a pain!). My immediate suggestion is that you, or some other more local (to UK) R expert talks at the next European AD workshop in Oxford http://www.autodiff.org/?module=Workshops&submenu=EuroAD/8/main We're a very friendly group and I'm sure there are others who might like to tackle R or perhaps we could put together a multigroup project. If someone could give a talk on R, its language features including the OO aspects, and some optimisatio...
2006 Jan 25
4
D(dnorm...)?
Can someone help me understand the following: > D(expression(dnorm(x, mean)), "mean") [1] 0 > sessionInfo() R version 2.2.1, 2005-12-20, i386-pc-mingw32 attached base packages: [1] "methods" "stats" "graphics" "grDevices" "utils" "datasets" [7] "base" By my computations, this should be