Re: [Rd] Automatic Differentiation for R

2009-05-19 Thread Martin Maechler
[MM stumbling over on old thread ... he'd be interested] GaGr == Gabor Grothendieck ggrothendi...@gmail.com on Wed, 15 Apr 2009 09:53:18 -0400 writes: GaGr Not sure if this is sufficient for your needs but R does include symbolic GaGr differentiation, see ?D, and the Ryacas and

Re: [Rd] Automatic Differentiation for R

2009-05-19 Thread John C Nash
Martin (see below) gives a good explanation of the difference between AD and symbolic differentiations. I'm of the opinion we can use both. However, the real issue as far as I'm concerned (from an optimizer's point of view, which may also be that of ODE and PDE folk) is that right now none of

Re: [Rd] Automatic Differentiation for R

2009-05-19 Thread Gabor Grothendieck
On Tue, May 19, 2009 at 9:08 AM, Martin Maechler maech...@stat.math.ethz.ch wrote: [MM stumbling over on old thread ... he'd be interested] GaGr == Gabor Grothendieck ggrothendi...@gmail.com     on Wed, 15 Apr 2009 09:53:18 -0400 writes:    GaGr Not sure if this is sufficient for your needs

Re: [Rd] Automatic Differentiation for R

2009-05-19 Thread Forth, Shaun
# -Original Message- From: Gabor Grothendieck [mailto:ggrothendi...@gmail.com] Sent: Tuesday, May 19, 2009 2:58 PM To: Martin Maechler Cc: John C Nash; r-devel@r-project.org; Forth, Shaun Subject: Re: [Rd] Automatic Differentiation for R On Tue, May

Re: [Rd] Automatic Differentiation for R

2009-04-15 Thread John C Nash
In efforts to improve optimization tools for R, one of my interests has been getting automatic differentiation capabilities so that analytic rather than numerical derivatives can be used. They would be helpful in several other areas besides optimization, My timings show factors of the order of

Re: [Rd] Automatic Differentiation for R

2009-04-15 Thread Gabor Grothendieck
Not sure if this is sufficient for your needs but R does include symbolic differentiation, see ?D, and the Ryacas and rSymPy packages interface R to the yacas and sympy computer algebra systems (CAS) and those system include symbolic differentiation. http://ryacas.googlecode.com