[R] Automatic differentiation (was: Re: D(dnorm...)?)

From: Hans Skaug <Hans.Skaug_at_mi.uib.no>
Date: Fri 27 Jan 2006 - 02:55:27 EST


Dear Alberto,

There are fisheries people also in Europe using AD Model Builder (Denmark and England for instance), but you are probably right that it is more widespread in North America. There is also effort going on where people try to make assessment models written in ADMB callable from R.

best regards,

hans

> think AD Model Builder is mainly used for fisheries assessment in North
>America and, it seems, also in Australia. In Europe, R is still the de-facto
>standard for fisheries assessment. However, I'd like to support Bill
>Venables' suggestion. I've been resisting to adopt AD model builder, or to
>start using again that other system not unlike R, mainly because of the
>licence price and because I really like R as a tool for almost everything.
>But an AD function would really make a huge difference for my work. There are
>free tools that can be used to perform AD on C or Fortran code (e.g.
>http://www.autodiff.org). One of the difficulties to use them with R is the
>need to translate the R code into C of Fortran code, but probably there are
>many other problems that I'm not able to see.
>
>Alberto
>--



Hans Julius Skaug

Department of Mathematics
University of Bergen
Johannes Brunsgate 12
5008 Bergen
Norway



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