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:
madness_0.2.7.tar.gz
madness_0.2.7.zip(r-4.5)madness_0.2.7.zip(r-4.4)madness_0.2.7.zip(r-4.3)
madness_0.2.7.tgz(r-4.4-any)madness_0.2.7.tgz(r-4.3-any)
madness_0.2.7.tar.gz(r-4.5-noble)madness_0.2.7.tar.gz(r-4.4-noble)
madness_0.2.7.tgz(r-4.4-emscripten)madness_0.2.7.tgz(r-4.3-emscripten)
madness.pdf |madness.html✨
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
Last updated 4 years agofrom:fb82755d56. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 22 2024 |
| R-4.5-win | OK | Nov 22 2024 |
| R-4.5-linux | OK | Nov 22 2024 |
| R-4.4-win | OK | Nov 22 2024 |
| R-4.4-mac | OK | Nov 22 2024 |
| R-4.3-win | OK | Nov 22 2024 |
| R-4.3-mac | OK | Nov 22 2024 |
Exports:%o%as.arrayas.madnessas.matrixblockrepcbind2colMeanscolSumsdetdeterminantdiagdvdxeigenivechmadnessmatrix.tracemaxeignormnumderivouterrbind2reptorowMeansrowSumsshowsolvesqrtmtthetato_objectivetodiagtriltriutwomomentsvalvarxvarx<-vecvechvtagvtag<-xtagxtag<-
Dependencies:expmlatticeMatrixmatrixcalc
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 |
