Package: madness 0.2.7

madness: Automatic Differentiation of Multivariate Operations

An object that supports automatic differentiation of matrix- and multidimensional-valued functions with respect to multidimensional independent variables. Automatic differentiation is via 'forward accumulation'.

Authors:Steven E. Pav [aut, cre]

madness_0.2.7.tar.gz
madness_0.2.7.zip(r-4.7)madness_0.2.7.zip(r-4.6)madness_0.2.7.zip(r-4.5)
madness_0.2.7.tgz(r-4.6-any)madness_0.2.7.tgz(r-4.5-any)
madness_0.2.7.tar.gz(r-4.7-any)madness_0.2.7.tar.gz(r-4.6-any)
madness_0.2.7.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
madness/json (API)

# Install 'madness' in R:

install.packages('madness', repos = c('https://shabbychef.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/shabbychef/madness/issues

Datasets:

stock_returns - Stock Returns Data
wff3 - Weekly Fama French 3 Factor Returns

On CRAN:

6.33 score 31 stars 1 packages 46 scripts 275 downloads 43 exports 4 dependencies

Last updated from:fb82755d56. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	145
source / vignettes	OK	201
linux-release-x86_64	OK	146
macos-release-arm64	OK	103
macos-oldrel-arm64	OK	93
windows-devel	OK	116
windows-release	OK	98
windows-oldrel	OK	111
wasm-release	OK	90

Exports:%o%as.array as.madness as.matrix blockrep cbind2 colMeans colSums det determinant diag dvdx eigen ivech madness matrix.trace maxeig norm numderiv outer rbind2 repto rowMeans rowSums show solve sqrtm t theta to_objective todiag tril triu twomoments val varx varx<-vec vech vtag vtag<-xtag xtag<-

Dependencies:expm lattice Matrix matrixcalc

Asymptotic Distribution of the Markowitz Portfolio

Rendered fromintroducing_madness.Rnwusingknitr::knitr

Last update: 2018-08-28
Started: 2018-08-26

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Extract parts of a 'madness' value.	[ [,madness,ANY,ANY,ANY-method [,madness,ANY,missing,ANY-method
Accessor methods.	accessor dim,madness-method dvdx dvdx,madness-method length,madness-method val val,madness-method varx varx,madness-method vtag vtag,madness-method xtag xtag,madness-method
Basic Arithmetic Operations.	,array,madness-class ,array,madness-method ,madness,array-class ,madness,array-method ,madness,madness-class ,madness,madness-method ,madness,numeric-class ,madness,numeric-method ,numeric,madness-class ,numeric,madness-method +,array,madness-class +,array,madness-method +,madness,array-class +,madness,array-method +,madness,madness-class +,madness,madness-method +,madness,missing-method +,madness,numeric-class +,madness,numeric-method +,madness-class +,numeric,madness-class +,numeric,madness-method -,array,madness-class -,array,madness-method -,madness,array-class -,madness,array-method -,madness,madness-class -,madness,madness-method -,madness,missing-method -,madness,numeric-class -,madness,numeric-method -,madness-class -,numeric,madness-class -,numeric,madness-method /,array,madness-class /,array,madness-method /,madness,array-class /,madness,array-method /,madness,madness-class /,madness,madness-method /,madness,numeric-class /,madness,numeric-method /,numeric,madness-class /,numeric,madness-method arithops ^,array,madness-class ^,array,madness-method ^,madness,array-class ^,madness,array-method ^,madness,madness-class ^,madness,madness-method ^,madness,numeric-class ^,madness,numeric-method ^,numeric,madness-class ^,numeric,madness-method
Coerce madness to something else	as as.array as.array,madness-method as.matrix as.matrix,madness-method as.numeric as.numeric,madness-method
Coerce to a madness object.	as.madness as.madness.default
Row and Column Bind	bind c.madness cbind2,ANY,madness-method cbind2,madness,ANY-method cbind2,madness,madness-method cbind2,madness,missing-method rbind2,ANY,madness-method rbind2,madness,ANY-method rbind2,madness,madness-method rbind2,madness,missing-method
Replicate blocks of multidimensional value.	blockrep repto
Form Row and Column Sums and Means	colMeans colMeans,madness-method colSums colsums colSums,madness-method rowMeans rowMeans,madness-method rowSums rowSums,madness-method
Matrix Determinant	det determinant determinant,madness,ANY-method determinant,madness,logical-method determinant,madness,missing-method determinant.madness
Spectral Decomposition of a Matrix	eigen eigen,madness-method
Element-wise Multivariate Operations	abs,madness-method cos,madness-method elwise exp,madness-method log,madness-method log10,madness-method sin,madness-method sqrt,madness-method tan,madness-method
Madness Class.	initialize,madness-class initialize,madness-method madness madness-class
News for package 'madness':	madness-NEWS
Multivariate Automatic Differentiation.	madness-pkg
Basic Matrix Arithmetic Operations.	%%,array,madness-class %%,array,madness-method %%,madness,array-class %%,madness,array-method %%,madness,madness-method crossprod crossprod,ANY,madness-method crossprod,madness,ANY-method crossprod,madness,madness-method crossprod,madness,missing-method marithops tcrossprod tcrossprod,ANY,madness-method tcrossprod,madness,ANY-method tcrossprod,madness,madness-method tcrossprod,madness,missing-method `%%`,madness,madness-class
Matrix Trace	matrix.trace matrix.trace,ANY-method matrix.trace,madness-method
Matrix-wise Multivariate Operations	chol chol.madness matwise sqrtm sqrtm,madness-method
Maxima and Minima	max max,madness-class max,madness-method min min,madness-class min,madness-method
Matrix and vector norms.	maxeig maxeig,madness-method norm norm,madness,ANY-method norm,madness,missing-method norm,madness-method
Numerical (approximate) Differentiation.	ANY,array-method ANY,madness-method numderiv numderiv,ANY,array-method numderiv,ANY,madness-method
Outer product.	%o% kronecker,array,madness-class kronecker,array,madness-method kronecker,madness,array-class kronecker,madness,array-method kronecker,madness,madness-class kronecker,madness,madness-method outer outer,ANY,ANY-method outer,array,madness-method outer,madness,array-method outer,madness,madness-method
Basic Reshape Operations	aperm aperm.madness dim<-,madness,ANY-method dim<-,madness-method reshapes t t,madness-method tril tril,madness-method triu triu,madness-method
Setter methods.	setter varx<- varx<-,madness-method vtag<- vtag<-,madness-method xtag<- xtag<-,madness-method
Show a madness object.	show show,madness-method
Basic Matrix Inversion	solve solve,ANY,madness-method solve,ANY,missing-method solve,array,madness-method solve,madness,ANY-method solve,madness,array-method solve,madness,madness-method solve,madness,missing-method
Stock Returns Data	stock_returns
Sum and Product.	prod prod,madness-class prod,madness-method sum sum,madness-class sum,madness-method sumprod
Estimate the symmetric second moment array of values.	theta
Convert a madness object into an objective value with gradient	to_objective
Diagonal Operations	diag diag,madness-method todiag todiag,madness-method
Estimate the mean and covariance of values.	twomoments
Calculate Variance-Covariance Matrix for a model.	vcov.madness
vectorize a multidimensional array.	ivech ivech,ANY-method ivech,madness-method vec vec,array-method vec,madness-method vech vech,array-method vech,madness-method
Weekly Fama French 3 Factor Returns	wff3