The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
D(f, x, order = 3)) for computing
asymptotic skewness of Gamma MLEs, with Monte Carlo validation.dualr to nabla. The
S4 class dualr retains its name (it describes the object
type — a dual number in R).D(f):
D(f) returns the derivative of f as a new
function.D(f, x) evaluates the derivative at
x.D(f, x, order = k) applies D k times for
k-th order derivative tensors.D(D(f)) composes naturally for higher-order
derivatives.D appends one
n-dimension. For f: R^n -> R: gradient (n),
Hessian (n,n), etc. For f: R^n -> R^m:
Jacobian (m,n), (m,n,n), etc.gradient(), hessian(), and
jacobian() as thin wrappers around D,
replacing separate seeding strategies with a single composable
mechanism. This simplifies the codebase at the cost of O(p)
gradient (was O(1) passes) and O(p^2) Hessian
(was O(p) passes).dual2_variable(), dual2_constant(),
value2(), first_deriv(),
second_deriv(), differentiate2(). Use
dual_variable_n(), dual_constant_n(),
deriv_n(), and differentiate_n() instead..make_grad_vector() and
.make_grad2_vector().D operator.score() -> gradient() — computes the
gradient of any scalar-valued function (still single-pass via
vector-valued derivatives).hessian() — unchanged (already mathematically
general).observed_information() — removed (trivial: just
-hessian()).score_and_hessian() -> jacobian() —
generalized to compute the full m x p Jacobian matrix of any
f: R^p -> R^m. Accepts functions returning lists,
numeric vectors, or scalar dualr objects.R/mle-helpers.R to
R/derivatives.R.dual_variable_n(),
dual_constant_n(), deriv_n(),
differentiate_n().dual2_variable(), dual2_constant(),
value2(), first_deriv(),
second_deriv(), differentiate2()) as thin
wrappers around the new generalized API.score() now computes the full gradient in 1 forward
pass (was p passes) using vector-valued derivatives, exploiting the
ANY slots of the dualr class.hessian() now computes the full Hessian in p forward
passes (was p(p+1)/2) using vector-gradient inner duals with nested
outer duals..is_scalar_dual() now also checks
length() == 1L to correctly distinguish scalar duals (C++
fast path) from vector-gradient duals (R path).+, -, *, /,
^), math (exp, sqrt,
log), and sum. Provides 3-10x speedup on
scalar dual operations while preserving full R fallback for nested
(second-order) duals..is_scalar_dual() predicate gates C++ vs R
paths using is.double() on slot contents.Rcpp to Imports and
LinkingTo; package now requires C++ compilation.dual to dualr to
avoid conflict with base R’s dual usage.setMethod dispatches for hot-path
arithmetic (+, -, *,
/, ^) and math (exp,
sqrt) operations, bypassing group generic overhead..dual_min() / .dual_max()
internal helpers, deduplicating 6 inline lambdas across
dual-arithmetic.R and dual-math.R.switch branches (sqrt,
exp, log) from Math group generic
that were shadowed by dedicated methods.sum() in Summary group
generic to use .as_dual() promotion, consistent with
prod, min, max, and
range.\code{compositional.mle} reference in
score() documentation.dual2_variable, differentiate2).score, hessian,
observed_information, score_and_hessian.erf, erfc,
beta, lbeta, psigamma.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.
Health stats visible at Monitor.