Re: [R] algorithmic or automatic differentiation

From: Simon Blomberg <s.blomberg1_at_uq.edu.au>
Date: Thu, 08 May 2008 13:35:11 +1000

No, computer algebra systems such as yacas do symbolic differentiation. Automatic differentiation is a numerical technique that can be used to find derivatives of functions that can be implemented as computer programs, through successive uses of the chain rule on the computer code itself. It would be cool if R could either do AD or interface to an AD package. R can be used with ADmodelbuilder (see http://otter-rsch.ca/admbre/examples/glmmadmb/glmmADMB.html) , a proprietry program, but an open source solution would be nice.

Cheers,

Simon.

On Thu, 2008-05-08 at 03:09 +0000, David Winsemius wrote:
> "Erin Hodgess" <erinm.hodgess@gmail.com> wrote in
> news:7acc7a990805071107q3f164fd1obe231f422c916c45_at_mail.gmail.com:
>
> > Is there a package for automatic differentiation, please?
> >
>
> Have you looked at Goedman, Grothendieck, Hojsgaard, and Pinkus' Ryacas?
>
> >From the Ryacas documentation:
> Analytical derivatives of functions can be evaluated with the D() and
> deriv() functions:
>
> > yacas("D(x) Sin(x)")
>
> expression(cos(x))
>

-- 
Simon Blomberg, BSc (Hons), PhD, MAppStat. 
Lecturer and Consultant Statistician 
Faculty of Biological and Chemical Sciences 
The University of Queensland 
St. Lucia Queensland 4072 
Australia
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T: +61 7 3365 2506
http://www.uq.edu.au/~uqsblomb
email: S.Blomberg1_at_uq.edu.au

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Received on Thu 08 May 2008 - 03:38:17 GMT

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