nabla: Exact Derivatives via Automatic Differentiation
Abstract
Exact automatic differentiation for R functions. Provides a composable derivative operator D that computes gradients, Hessians, Jacobians, and arbitrary-order derivative tensors at machine precision. D(D(f)) gives Hessians, D(D(D(f))) gives third-order tensors for skewness of maximum likelihood estimators, and so on to any order. Works through any R code including loops, branches, and control flow.
Fields of Study & Subjects
Data Analysis with R
Numerical Methods and Algorithms
Mathematical and Computational Methods
Publication details
- Publication date
- 10 February 2026
- Language
- EN
- Document type
- Dataset