Easy to use first and second order Automatic Differentiation (AD) based on forward mode AD and operator overloading. The package is mainly intended for algorithm prototyping and smaller problems, and not really for production code.
Notice: so far, only a small subset of all the available functions in R have been overloaded to work with the the package.
To install the package, run the line
devtools::install_github("https://github.com/torekleppe/RAutoDiff",build_vignettes=TRUE)
in the R console.
The documentation is mainly contained in two vignettes: A "getting started guide" (which after installing the package is available by running in the R console):
vignette("introduction",package="RAutoDiff")
and an overview of the functions currently implemented in the package
vignette("functions",package="RAutoDiff")