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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
Author: Steven E. Pav ORCID iD [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.pdf
Vignettes: Asymptotic Distribution of the Markowitz Portfolio

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 depends: rjmcmc
Reverse imports: BayesOrdDesign, graphPAF

Linking:

Please use the canonical form https://CRAN.R-project.org/package=madness to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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