matrix

data

a positive integer; the desired number of rows.

nrow

ncol

TRUE or FALSE; whether to fill the matrix by rows.

byrow

A dimnames attribute for the matrix: NULL or
a list of length 2 giving the row and column names respectively.
An empty list is treated as NULL, and a list of length one as
row names. The list can be named, and the list names will be
used as names for the dimensions.

dimnames

Implements the forward-mode automatic differentiation for
multivariate functions using the matrix-calculus notation from Magnus and
Neudecker (2019) <doi:10.1002/9781119541219>. Two key features of the package
are: (i) it incorporates various optimisation strategies to improve performance;
this includes applying memoisation to cut down object construction time, using
sparse matrix representation to speed up derivative calculation, and creating
specialised matrix operations to reduce computation time; (ii) it supports
differentiating random variates with respect to their parameters, targeting
Markov chain Monte Carlo (MCMC) and general simulation-based applications.

matrix: Matrices

Description

Usage

Arguments