[R] algorithmic or automatic differentiation

[Simon Blomberg]

No, computer algebra systems such as yacas do symbolic differentiation.
Automatic differentiation is a numerical technique that can be used to
find derivatives of functions that can be implemented as computer
programs, through successive uses of the chain rule on the computer code
itself. It would be cool if R could either do AD or interface to an AD
package. R can be used with ADmodelbuilder (see
http://otter-rsch.ca/admbre/examples/glmmadmb/glmmADMB.html) , a
proprietry program, but an open source solution would be nice.

Cheers,

Simon.


On Thu, 2008-05-08 at 03:09 +0000, David Winsemius wrote:
> "Erin Hodgess" <erinm.hodgess at gmail.com> wrote in 
> news:7acc7a990805071107q3f164fd1obe231f422c916c45 at mail.gmail.com:
> 
> > Is there a package for automatic differentiation, please?
> > 
> 
> Have you looked at Goedman, Grothendieck, Hojsgaard, and Pinkus' Ryacas?
> 
> >From the Ryacas documentation:
> Analytical derivatives of functions can be evaluated with the D() and 
> deriv() functions:
> 
> > yacas("D(x) Sin(x)")
> 
> expression(cos(x))
> 
-- 
Simon Blomberg, BSc (Hons), PhD, MAppStat. 
Lecturer and Consultant Statistician 
Faculty of Biological and Chemical Sciences 
The University of Queensland 
St. Lucia Queensland 4072 
Australia
Room 320 Goddard Building (8)
T: +61 7 3365 2506
http://www.uq.edu.au/~uqsblomb
email: S.Blomberg1_at_uq.edu.au

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