Automatic Differentiation Toolbox

Documentation for package ‘ADtools’ version 0.5.5

DESCRIPTION file.

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A B C D E F G H I K L M N O R S T U V X Z misc

-- A --

ABxI	Compute A (B %x% I)
add_vector_to_matrix_column	Add a column vector to each column of a matrix
add_vector_to_matrix_row	Add a column vector to each row of a matrix
AIxC	Compute A (I %x% C)
as.matrix-method	Coerce the first component of the dual object into a matrix.
as.matrix.dual	Coerce the first component of the dual object into a matrix.
as.vector-method	Coerce the first component of the dual object into a vector.
auto_diff	Automatic differentiation

-- B --

band_matrix	Band matrix
band_matrix0	Band matrix (memoised)
BxAZ	Post-multiplying a kronecker product
BxID	Compute (B %x% I) D

-- C --

cbind2-method	Combine 'dual'-class objects by Columns (ANY-dual)
cbind2-method	Combine 'dual'-class objects by Columns (dual-ANY)
cbind2-method	Combine 'dual'-class objects by Columns (dual-dual)
chol-method	Cholesky decomposition of 'dual'-class objects
chol0	Cholesky decomposition
chol0-method	Cholesky decomposition of 'dual'-class objects
colMeans-method	Column mean of a matrix.
colSums-method	Column sum of a matrix.
commutation_matrix	Commutation matrix
commutation_matrix0	Commutation matrix (memoised)
cos-method	Element-wise cosine of a dual object
crossprod-method	Crossproduct of 'dual'-class objects

-- D --

dchisq0	The density of the chi-squared distribution
det	Determinant of a matrix
det-method	Determinant of a 'dual'-class object
det.default	Determinant of a matrix
det.dual	Determinant of a 'dual'-class object
dexp0	The density of the exponential distribution
dgamma0	The density of the gamma distribution
diag-method	Diagonal matrix
diag.dual	Diagonal matrix
Diagonal	Diagonal matrix
Diagonal0	Diagonal matrix (memoised)
dim-method	Dimension of an Object
dinvWishart0	The density of the inverse Wishart distribution
dmvnorm0	The density of the multivariate normal distribution
dmvt0	The density of the multivariate t distribution
dnorm0	The density of the normal distribution
dt0	The density of the student-t distribution
dual	Dual number constructor
dual-class	S4 class "dual"
duals	Converting a list of parameters into a list of dual numbers
dWishart0	The density of the Wishart distribution

-- E --

elimination_matrix	Elimination matrix
elimination_matrix0	Elimination matrix (memoised)
exp-method	Element-wise exponential of a dual object
Extract.dual	Extract parts of an object

-- F --

finite_diff

Finite difference method

-- G --

gamma-method

Element-wise gamma of a dual object

-- H --

head-method	Return the First or Last Part of an Object
head.dual	Return the First or Last Part of an Object

-- I --

inverse_transform	Simulation by inverse transform
IxCD	Compute (I %x% C) D

-- K --

kronecker-method	Kronecker multiplication of 'dual'-class objects (ANY-dual)
kronecker-method	Kronecker multiplication of 'dual'-class objects (dual-ANY)
kronecker-method	Kronecker product of 'dual'-class objects (dual-dual)

-- L --

length-method	Length of an Object
log-method	Element-wise logarithm of a dual object
lower_tri_matrix	Construct a lower triangular matrix from a vector
lower_tri_matrix-method	Construct a lower triangular matrix from a vector

-- M --

matrix	Matrices
matrix-method	Coerce the first component of the dual object into a matrix.
matrix.dual	Coerce the first component of the dual object into a matrix.
matrix_determinant	Determinant of a matrix
matrix_prod	Interface for optimal matrix chain multiplication
mcm_optimal_order	Find the optimal order of multiplying a matrix chain
mean-method	Mean of vector or matrix elements

-- N --

ncol-method	Number of columns
nrow-method	Number of rows

-- O --

one_matrix	Matrix of ones
one_matrix0	Matrix of ones (memoised)
optim_prod	Executing the matrix multiplication given the optimal order

-- R --

randn	Generate a matrix randomly from a normal distribution
randu	Generate a matrix randomly from a uniform distribution
rbind2-method	Combine 'dual'-class objects by Rows (ANY-dual)
rbind2-method	Combine 'dual'-class objects by Rows (dual-ANY)
rbind2-method	Combine 'dual'-class objects by Rows (dual-dual)
rchisq0	Simulate Chi-square random variates
rchisq0-method	Simulate Chi-square random variates
rexp0	Simulate exponential random variates
rexp0-method	Simulate exponential random variates
rgamma0	Simulate gamma random variates
rgamma0-method	Simulate gamma random variates
rmvnorm0	Simulate multivariate normal random variates
rmvnorm0-method	Simulate multivariate normal random variates
rmvnorm0_dual	Simulate multivariate normal random variates
rmvt0	Simulate random variates from the multivariate t distribution
rnorm0	Simulate univariate normal random variates
rnorm0-method	Simulate univariate normal random variates
round-method	Rounding of Numbers
round.dual	Rounding of Numbers
rowMeans-method	Row mean of a matrix.
rowSums-method	Row sum of a matrix.
rt0	Simulate random variates from the student-t distribution
rt0-method	Simulate random variates from the student-t distribution
rWishart0	Simulate Wishart random variates
rWishart0-method	Simulating from Wishart distribution using Bartlett decomposition

-- S --

sin-method	Element-wise sine of a dual object
solve-method	Inverse of 'dual'-class objects
sqrt-method	Element-wise square-root of a dual object
sum-method	Sum of matrix elements

-- T --

t-method	Transpose of 'dual'-class objects
t.dual	Transpose of 'dual'-class objects
tail-method	Return the First or Last Part of an Object
tail.dual	Return the First or Last Part of an Object
tan-method	Element-wise tangent of a dual object
tcrossprod-method	Crossproduct of 'dual'-class objects
tidy_dx	Add rownames and colnames to the dual component
tr	Trace of a matrix
tr-method	Trace of a matrix

-- U --

upper_tri_matrix	Construct an upper triangular matrix from a vector
upper_tri_matrix-method	Construct an upper triangular matrix from a vector

-- V --

vec	Vectorisation
vec-method	Vectorisation
vech	Half-vectorisation
vech-method	Half-vectorisation

-- X --

XBxA	Pre-multiplying a kronecker product

-- Z --

zero_matrix	Matrix of zeroes
zero_matrix0	Matrix of zeroes (memoised)

-- misc --

%*%-method	Matrix multiplication of 'dual'-class objects (ANY-dual)
%*%-method	Matrix multiplication of 'dual'-class objects (dual-ANY)
%*%-method	Matrix multiplication of 'dual'-class objects (dual-dual)
*-method	(Element-wise) Multiplication of 'dual'-class objects (ANY-dual)
*-method	(Element-wise) Multiplication of 'dual'-class objects (dual-ANY)
*-method	(Element-wise) Multiplication of 'dual'-class objects (dual-dual)
+-method	Addition of 'dual'-class objects (ANY-dual)
+-method	Addition of 'dual'-class objects (dual-ANY)
+-method	Addition of 'dual'-class objects (dual-dual)
--method	Subtraction of 'dual'-class objects (dual-ANY)
--method	Subtraction of 'dual'-class objects (dual-ANY)
--method	Subtraction of 'dual'-class objects (dual-dual)
--method	Subtraction of 'dual'-class objects (unary dual)
/-method	(Element-wise) Division of 'dual'-class objects (ANY-dual)
/-method	(Element-wise) Division of 'dual'-class objects (dual-ANY)
/-method	(Element-wise) Division of 'dual'-class objects (dual-dual)
[-method	Extract parts of an object
^-method	Powers of 'dual'-class objects (ANY-dual)
^-method	Powers of 'dual'-class objects (dual-ANY)
^-method	Powers of 'dual'-class objects (dual-dual)