[Rd] Hyper-dual numbers in R

[Ravi Varadhan]

Hi,
Has anyone in R core thought about providing "hyper-dual numbers" in R?  Hyper-dual (HD) numbers, invented by Jeffrey Fike at Stanford, are useful for computing exact second-order derivatives (e.g., Hessian).  HD numbers are extensions of complex numbers. They are like "quaternions" and have 4 parts to them (one real and 3 non-real).  They seem to be available in Julia.  Obviously, the HD numbers involve a lot more book keeping.

http://adl.stanford.edu/hyperdual/

Thanks,
Ravi


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