An R interface to the autodiff C++ library. autodiff is a header-only C++ library which provides an efficient and simple interface to perform automatic differentiation. autodiff supports both forward and reverse mode of automatic differentiation. Rcppautodiff brings these capabilities to R. For more details on the autodiff library, please see its documentation and tutorials. A few examples usages of Rcppautodiff are shown below. First, installation ..
Rcppautodiff is not on CRAN yet. It can be installed from github using the following command in the R console.
devtools::install_github('sn248/Rcppautodiff)