Re: [R] algorithmic or automatic differentiation

From: Erin Hodgess <erinm.hodgess_at_gmail.com>
Date: Wed, 07 May 2008 22:47:19 -0500

Thanks to all!

Sincerely,
Erin

On Wed, May 7, 2008 at 10:35 PM, Simon Blomberg <s.blomberg1_at_uq.edu.au> wrote:
> 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_at_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
> Room 320 Goddard Building (8)
> T: +61 7 3365 2506
> http://www.uq.edu.au/~uqsblomb
> email: S.Blomberg1_at_uq.edu.au
>
> Policies:
> 1. I will NOT analyse your data for you.
> 2. Your deadline is your problem.
>
> The combination of some data and an aching desire for
> an answer does not ensure that a reasonable answer can
> be extracted from a given body of data. - John Tukey.
>
>
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>

-- 
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: erinm.hodgess_at_gmail.com

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Received on Thu 08 May 2008 - 03:49:56 GMT

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