femtograd: Automatic Differentiation for Statistical Computing

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Authors: Alexander Towell
Cited by: 0

Abstract

Automatic differentiation via reverse-mode AD (backpropagation) for first-order gradients and forward-over-reverse AD for Hessian computation. Includes log-likelihood functions for exponential family distributions, MLE optimization with base R generics, hypothesis testing, profile likelihood, bootstrap inference, and model diagnostics. Designed for pedagogy and modern statistics rather than large-scale ML.

Fields of Study & Subjects

Data Analysis with R Statistical and numerical algorithms Markov Chains and Monte Carlo Methods

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
2 February 2026