Is anyone interested in writing a package for this?  I know that there is C++ 
code available (written by Fike himself).  I can help to the extent of my 
knowledge, which is very minimal in terms of C++, but I am willing to do 
testing and other kinds of tasks.  Please contact me offline, if there is any 
interest.

Thanks & Best,
Ravi
________________________________________
From: Duncan Murdoch <murdoch.dun...@gmail.com>
Sent: Friday, March 6, 2015 3:31 PM
To: Ravi Varadhan; r-devel@r-project.org
Subject: Re: [Rd] Hyper-dual numbers in R

On 06/03/2015 11:18 AM, Ravi Varadhan wrote:
> Hi,
> Has anyone in R core thought about providing "hyper-dual numbers" in R?  
> Hyper-dual (HD) numbers, invented by Jeffrey Fike at Stanford, are useful for 
> computing exact second-order derivatives (e.g., Hessian).  HD numbers are 
> extensions of complex numbers. They are like "quaternions" and have 4 parts 
> to them (one real and 3 non-real).  They seem to be available in Julia.  
> Obviously, the HD numbers involve a lot more book keeping.

Why would you limit this to R core?  Seems like something a package
could provide.  After all, we have other packages extending the number
system, e.g. Rmpfr.

Duncan Murdoch

> http://adl.stanford.edu/hyperdual/
>
> Thanks,
> Ravi


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