Hyper-dual numbers in R
On 06/03/2015 11:18 AM, Ravi Varadhan wrote:
Hi, Has anyone in R core thought about providing "hyper-dual numbers" in R? Hyper-dual (HD) numbers, invented by Jeffrey Fike at Stanford, are useful for computing exact second-order derivatives (e.g., Hessian). HD numbers are extensions of complex numbers. They are like "quaternions" and have 4 parts to them (one real and 3 non-real). They seem to be available in Julia. Obviously, the HD numbers involve a lot more book keeping.
Why would you limit this to R core? Seems like something a package could provide. After all, we have other packages extending the number system, e.g. Rmpfr. Duncan Murdoch
http://adl.stanford.edu/hyperdual/ Thanks, Ravi