madness: Automatic Differentiation of Multivariate Operations

An object that supports automatic differentiation of matrix- and multidimensional-valued functions with respect to multidimensional independent variables. Automatic differentiation is via 'forward accumulation'.

Version:	0.2.8
Depends:	R (≥ 3.2.0)
Imports:	Matrix, matrixcalc, expm, methods
Suggests:	testthat, dplyr, tidyr, lubridate, SharpeR, sandwich, formatR, knitr
Published:	2023-08-21
DOI:	10.32614/CRAN.package.madness
Author:	Steven E. Pav [aut, cre]
Maintainer:	Steven E. Pav <shabbychef at gmail.com>
BugReports:	https://github.com/shabbychef/madness/issues
License:	LGPL-3
URL:	https://github.com/shabbychef/madness
NeedsCompilation:	no
Citation:	madness citation info
Materials:	README, ChangeLog
CRAN checks:	madness results

Documentation:

Reference manual:	madness.html , madness.pdf
Vignettes:	Asymptotic Distribution of the Markowitz Portfolio (source, R code)

Downloads:

Package source:	madness_0.2.8.tar.gz
Windows binaries:	r-devel: madness_0.2.8.zip, r-release: madness_0.2.8.zip, r-oldrel: madness_0.2.8.zip
macOS binaries:	r-release (arm64): madness_0.2.8.tgz, r-oldrel (arm64): madness_0.2.8.tgz, r-release (x86_64): madness_0.2.8.tgz, r-oldrel (x86_64): madness_0.2.8.tgz
Old sources:	madness archive

Reverse dependencies:

Reverse imports:

graphPAF

Linking:

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