Re: [R] Automatic differentiation in R

2009-07-23 Thread Hans W. Borchers
Having given a lecture on "Numerical Derivatives" just a short time ago, I would like to mention the following: Many functions, especially in engineering, are not available as formulas built simply from arithmetical operators and elementary functions. They are provided as intricate procedures, a

Re: [R] Automatic differentiation in R

2009-07-23 Thread Gabor Grothendieck
On Thu, Jul 23, 2009 at 11:07 AM, Ben Bolker wrote: > > > > nashjc wrote: >> >>  >> Gabor G. wrote >>  >>  "R does not currently have AD (except for the Ryacas package >>  >>  which can do true AD for certain simple one line functions, i..e. >>  >>  input the function and output a function represen

Re: [R] Automatic differentiation in R

2009-07-23 Thread Ben Bolker
nashjc wrote: > > >> Gabor G. wrote > >> "R does not currently have AD (except for the Ryacas package > >> which can do true AD for certain simple one line functions, i..e. > >> input the function and output a function representing its > >> derivative); however, for specific problems o

Re: [R] Automatic differentiation in R

2009-07-23 Thread Prof. John C Nash
>> Gabor G. wrote >> "R does not currently have AD (except for the Ryacas package >> which can do true AD for certain simple one line functions, i..e. >> input the function and output a function representing its >> derivative); however, for specific problems one can get close >> using deriv a

Re: [R] Automatic differentiation in R

2009-07-22 Thread Gabor Grothendieck
R does not currently have AD (except for the Ryacas package which can do true AD for certain simple one line functions, i..e. input the function and output a function representing its derivative); however, for specific problems one can get close using deriv and associated functions or the approach

[R] Automatic differentiation in R

2009-07-22 Thread Finlay Scott (Cefas)
Hi I recently gave a presentation about Automatic Differentiation (AD) and R at the Eighth Euro AD Workshop in Oxford (17/07/09). The presentation was intended as a general introduction to R and the desire for a generic AD interface for R. During the presentation I emphasised the need and the