DESCRIPTION

Package: ADtools
Type: Package
Title: Automatic Differentiation Toolbox
Version: 0.5.5
Authors@R: c(
    person("Chun Fung", "Kwok", email = "kwokcf@unimelb.edu.au", role = c("aut", "cre"), comment = c(ORCID = "0000-0002-0716-3879")),
    person("Dan", "Zhu", email = "dan.zhu@monash.edu", role = "aut", comment = c(ORCID = "0000-0003-1487-2232")),
    person("Liana", "Jacobi", email = "ljacobi@unimelb.edu.au", role = "aut", comment= c(ORCID = "0000-0001-7210-0500"))
    )
Maintainer: Chun Fung Kwok <kwokcf@unimelb.edu.au>
Description: Implements the forward-mode automatic differentiation for
    multivariate functions using the matrix-calculus notation from Magnus and
    Neudecker (2019) <doi:10.1002/9781119541219>. Two key features of the package
    are: (i) it incorporates various optimisation strategies to improve performance;
    this includes applying memoisation to cut down object construction time, using
    sparse matrix representation to speed up derivative calculation, and creating
    specialised matrix operations to reduce computation time; (ii) it supports
    differentiating random variates with respect to their parameters, targeting
    Markov chain Monte Carlo (MCMC) and general simulation-based applications.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.1
Suggests:
    testthat,
    covr,
    knitr,
    rmarkdown,
    pryr,
    MCMCpack
Depends: 
    R (>= 3.6.0), 
    methods, 
    Matrix
Imports: 
    purrr,
    dplyr,
    magrittr,
    assertthat,
    mvtnorm,
    Rcpp (>= 1.0.5),
    RcppParallel (>= 5.0.2)
LinkingTo: 
    Rcpp,
    RcppArmadillo,
    RcppParallel
Collate:
    'ADtools.R'
    'RcppExports.R'
    'auto_diff.R'
    'class_dual_construction.R'
    'class_dual_def.R'
    'dual_list_operations.R'
    'finite_diff.R'
    'optim_special_matrix.R'
    'interface_special_matrix.R'
    'mc_arithmetic_1_cross_class.R'
    'mc_arithmetic_2_same_class.R'
    'mc_arithmetic_3_d_arithmetic.R'
    'mc_arithmetic_4_d_arithmetic_primitives.R'
    'mc_generic.R'
    'mc_math_elementary.R'
    'mc_math_sum.R'
    'mc_matrix_ops.R'
    'mc_rv_density.R'
    'mc_rv_sim_normal.R'
    'mc_rv_sim_student_t.R'
    'mc_rv_simulation.R'
    'mc_structure_binding.R'
    'mc_structure_reshape.R'
    'mc_structure_subsetting.R'
    'optim_kronecker_product.R'
    'optim_matrix_chain_multiplication.R'
    'utils.R'
VignetteBuilder: knitr
URL: https://github.com/kcf-jackson/ADtools
BugReports: https://github.com/kcf-jackson/ADtools/issues