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nimDerivs

Nimble Derivatives

Description

EXPERIMENTAL Computes the value, gradient, and Hessian of a given nimbleFunction method. The R version is currently unimplemented.

Usage

nimDerivs(nimFxn = NA, order = nimC(0, 1, 2))

Arguments

nimFxn

a call to a nimbleFunction method with arguments included.
order

an integer vector with values within the set 0, 1, 2, corresponding to whether the function value, gradient, and Hessian should be returned respectively.
nimble

MCMC, Particle Filtering, and Programmable Hierarchical Modeling

v0.11.0
BSD_3_clause + file LICENSE | GPL (>= 2)
Authors
Perry de Valpine [aut], Christopher Paciorek [aut, cre], Daniel Turek [aut], Nick Michaud [aut], Cliff Anderson-Bergman [aut], Fritz Obermeyer [aut], Claudia Wehrhahn Cortes [aut] (Bayesian nonparametrics system), Abel Rodrìguez [aut] (Bayesian nonparametrics system), Duncan Temple Lang [aut] (packaging configuration), Sally Paganin [aut] (reversible jump MCMC), Jagadish Babu [ctb] (code for the compilation system for an early version of NIMBLE), Lauren Ponisio [ctb] (contributions to the cross-validation code), Peter Sujan [ctb] (multivariate t distribution code)
Initial release
2021-04-16

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