James Yang and I are thrilled to announce the new CRAN package RcppFastAD which arrived at CRAN last Monday as version 0.0.1, and is as of today at version 0.0.2 with a first set of small updates.
It is based on the FastAD header-only C++ library by James which provides a C++ implementation of both forward and reverse mode of automatic differentiation in an easy-to-use header library (which we wrapped here) that is …