R: Automatic Differentiation of Multivariate Operations

# Automatic Differentiation of Multivariate Operations

## Documentation for package ‘madness’ version 0.2.9

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package README

## Help Pages

A B C D E I K L M N O P R S T V W X misc

## -- A --

abs-method | Element-wise Multivariate Operations
accessor | Accessor methods.
ANY-method | Numerical (approximate) Differentiation.
aperm | Basic Reshape Operations
aperm.madness | Basic Reshape Operations
arithops | Basic Arithmetic Operations.
as | Coerce madness to something else
as.array | Coerce madness to something else
as.array-method | Coerce madness to something else
as.madness | Coerce to a madness object.
as.madness.default | Coerce to a madness object.
as.matrix | Coerce madness to something else
as.matrix-method | Coerce madness to something else
as.numeric | Coerce madness to something else
as.numeric-method | Coerce madness to something else

## -- B --

bind | Row and Column Bind
blockrep | Replicate blocks of multidimensional value.

## -- C --

c.madness | Row and Column Bind
cbind2-method | Row and Column Bind
chol | Matrix-wise Multivariate Operations
chol.madness | Matrix-wise Multivariate Operations
colMeans | Form Row and Column Sums and Means
colMeans-method | Form Row and Column Sums and Means
colSums | Form Row and Column Sums and Means
colsums | Form Row and Column Sums and Means
colSums-method | Form Row and Column Sums and Means
cos-method | Element-wise Multivariate Operations
crossprod | Basic Matrix Arithmetic Operations.
crossprod-method | Basic Matrix Arithmetic Operations.

## -- D --

det | Matrix Determinant
determinant | Matrix Determinant
determinant-method | Matrix Determinant
determinant.madness | Matrix Determinant
diag | Diagonal Operations
diag-method | Diagonal Operations
dim-method | Accessor methods.
dim<--method | Basic Reshape Operations
dvdx | Accessor methods.
dvdx-method | Accessor methods.

## -- E --

eigen | Spectral Decomposition of a Matrix
eigen-method | Spectral Decomposition of a Matrix
elwise | Element-wise Multivariate Operations
exp-method | Element-wise Multivariate Operations

## -- I --

initialize,madness-class | Madness Class.
initialize-method | Madness Class.
ivech | vectorize a multidimensional array.
ivech-method | vectorize a multidimensional array.

## -- K --

kronecker,array,madness-class | Outer product.
kronecker,madness,array-class | Outer product.
kronecker,madness,madness-class | Outer product.
kronecker-method | Outer product.

## -- L --

length-method | Accessor methods.
log-method | Element-wise Multivariate Operations
log10-method | Element-wise Multivariate Operations

## -- M --

madness | Madness Class.
madness-class | Madness Class.
madness-NEWS | News for package 'madness':
marithops | Basic Matrix Arithmetic Operations.
matrix.trace | Matrix Trace
matrix.trace-method | Matrix Trace
matwise | Matrix-wise Multivariate Operations
max | Maxima and Minima
max,madness-class | Maxima and Minima
max-method | Maxima and Minima
maxeig | Matrix and vector norms.
maxeig-method | Matrix and vector norms.
min | Maxima and Minima
min,madness-class | Maxima and Minima
min-method | Maxima and Minima

## -- N --

norm | Matrix and vector norms.
norm-method | Matrix and vector norms.
numderiv | Numerical (approximate) Differentiation.
numderiv-method | Numerical (approximate) Differentiation.

## -- O --

outer | Outer product.
outer-method | Outer product.

## -- P --

prod | Sum and Product.
prod,madness-class | Sum and Product.
prod-method | Sum and Product.

## -- R --

rbind2-method | Row and Column Bind
repto | Replicate blocks of multidimensional value.
reshapes | Basic Reshape Operations
rowMeans | Form Row and Column Sums and Means
rowMeans-method | Form Row and Column Sums and Means
rowSums | Form Row and Column Sums and Means
rowSums-method | Form Row and Column Sums and Means

## -- S --

setter | Setter methods.
show | Show a madness object.
show-method | Show a madness object.
sin-method | Element-wise Multivariate Operations
solve | Basic Matrix Inversion
solve-method | Basic Matrix Inversion
sqrt-method | Element-wise Multivariate Operations
sqrtm | Matrix-wise Multivariate Operations
sqrtm-method | Matrix-wise Multivariate Operations
stock_returns | Stock Returns Data
sum | Sum and Product.
sum,madness-class | Sum and Product.
sum-method | Sum and Product.
sumprod | Sum and Product.

## -- T --

t | Basic Reshape Operations
t-method | Basic Reshape Operations
tan-method | Element-wise Multivariate Operations
tcrossprod | Basic Matrix Arithmetic Operations.
tcrossprod-method | Basic Matrix Arithmetic Operations.
theta | Estimate the symmetric second moment array of values.
todiag | Diagonal Operations
todiag-method | Diagonal Operations
to_objective | Convert a madness object into an objective value with gradient
tril | Basic Reshape Operations
tril-method | Basic Reshape Operations
triu | Basic Reshape Operations
triu-method | Basic Reshape Operations
twomoments | Estimate the mean and covariance of values.

## -- V --

val | Accessor methods.
val-method | Accessor methods.
varx | Accessor methods.
varx-method | Accessor methods.
varx<- | Setter methods.
varx<--method | Setter methods.
vcov.madness | Calculate Variance-Covariance Matrix for a model.
vec | vectorize a multidimensional array.
vec-method | vectorize a multidimensional array.
vech | vectorize a multidimensional array.
vech-method | vectorize a multidimensional array.
vtag | Accessor methods.
vtag-method | Accessor methods.
vtag<- | Setter methods.
vtag<--method | Setter methods.

## -- W --

wff3 | Weekly Fama French 3 Factor Returns

## -- X --

xtag | Accessor methods.
xtag-method | Accessor methods.
xtag<- | Setter methods.
xtag<--method | Setter methods.

## -- misc --

%*%,array,madness-class | Basic Matrix Arithmetic Operations.
%*%,madness,array-class | Basic Matrix Arithmetic Operations.
%*%-method | Basic Matrix Arithmetic Operations.
%o% | Outer product.
*,array,madness-class | Basic Arithmetic Operations.
*,madness,array-class | Basic Arithmetic Operations.
*,madness,madness-class | Basic Arithmetic Operations.
*,madness,numeric-class | Basic Arithmetic Operations.
*,numeric,madness-class | Basic Arithmetic Operations.
*-method | Basic Arithmetic Operations.
+,array,madness-class | Basic Arithmetic Operations.
+,madness,array-class | Basic Arithmetic Operations.
+,madness,madness-class | Basic Arithmetic Operations.
+,madness,numeric-class | Basic Arithmetic Operations.
+,madness-class | Basic Arithmetic Operations.
+,numeric,madness-class | Basic Arithmetic Operations.
+-method | Basic Arithmetic Operations.
-,array,madness-class | Basic Arithmetic Operations.
-,madness,array-class | Basic Arithmetic Operations.
-,madness,madness-class | Basic Arithmetic Operations.
-,madness,numeric-class | Basic Arithmetic Operations.
-,madness-class | Basic Arithmetic Operations.
-,numeric,madness-class | Basic Arithmetic Operations.
--method | Basic Arithmetic Operations.
/,array,madness-class | Basic Arithmetic Operations.
/,madness,array-class | Basic Arithmetic Operations.
/,madness,madness-class | Basic Arithmetic Operations.
/,madness,numeric-class | Basic Arithmetic Operations.
/,numeric,madness-class | Basic Arithmetic Operations.
/-method | Basic Arithmetic Operations.
[ | Extract parts of a 'madness' value.
[-method | Extract parts of a 'madness' value.
^,array,madness-class | Basic Arithmetic Operations.
^,madness,array-class | Basic Arithmetic Operations.
^,madness,madness-class | Basic Arithmetic Operations.
^,madness,numeric-class | Basic Arithmetic Operations.
^,numeric,madness-class | Basic Arithmetic Operations.
^-method | Basic Arithmetic Operations.
`%*%`,madness,madness-class | Basic Matrix Arithmetic Operations.