2024-09-24 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.0.4 2024-09-16 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll micro version 2024-09-16 James Yang * inst/include/fastad_bits/forward/core/forward.hpp: Properly address clang warning on empty variadic macros arguments * src/Makevars (CXX_STD): Switch back to C++17 * src/Makevars.win (CXX_STD): Idem 2024-09-15 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.0.3 * src/Makevars (CXX_STD): Use C++20 * src/Makevars.win (CXX_STD): Idem 2024-05-22 Dirk Eddelbuettel * README.md: Use tinyverse.netlify.app for dependency badge 2024-03-04 Dirk Eddelbuettel * .github/workflows/ci.yaml (jobs): Update to actions/checkout@v4, add r-ci-setup actions 2023-03-05 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.0.2 2023-03-03 James Yang * src/linear_regression.cpp (linear_regression): Further simplification * src/quadratic_expression.cpp (quadratic_expression): Idem 2023-03-03 Dirk Eddelbuettel * src/linear_regression.cpp (linear_regression): Return theta and gradient as vectors instead of (oversized) matrices * src/quadratic_expression.cpp (quadratic_expression): Return scalar and vector instead of two (oversized) matrices * inst/tinytest/test_quadratic_expression.R: Adjusted 2023-03-02 Dirk Eddelbuettel * inst/tinytest/test_black_scholes.R: Renamed * inst/quadratic_expression.R: New tests * inst/linear_regression.R: New tests 2023-03-01 Dirk Eddelbuettel * inst/include/fastad_bits/reverse/core/value_view.hpp: Protect one expression from nullptr 2023-02-28 Dirk Eddelbuettel * DESCRIPTION (URL, BugReports): Added 2023-02-27 Dirk Eddelbuettel * README.md: Additional badges 2023-02-25 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.0.1 2023-02-24 Dirk Eddelbuettel * inst/NEWS.Rd: Added * src/linear_regression.cpp: Add example using data(trees) * man/linear_regression.Rd: Idem 2023-02-24 James Yang * src/linear_regression.cpp (linear_regression): Use gradient descent together with squared loss to fit model * man/linear_regression.Rd: Updated 2023-02-23 Dirk Eddelbuettel * README.md: Added * .github/workflows/ci.yaml (jobs): Turn on CI * .Rbuildignore: Add .github * DESCRIPTION: Tweaks and edits * NAMESPACE: Idem * src/linear_regression.cpp (linear_regression): Much more compact code (as suggested by James in #1) * src/quadratic_expression.cpp (quadratic_expression): Use a view for the sigma matrix (as suggested by James in #2) 2023-02-22 Dirk Eddelbuettel * src/linear_regression.cpp (linear_regression): Example of evaluating a linear regression at a given parameter estimate * man/linear_regression.Rd: Idem * src/RcppExport.cpp: Idem * R/RcppExports.R: Idem * inst/tinytest/test_RcppFastAD.R: Add minimal tests 2023-02-19 Dirk Eddelbuettel * src/black_scholes.cpp (black_scholes): Also provide rho and theta 2023-02-18 Dirk Eddelbuettel * src/quadratic_expression.cpp (quadratic_expression): New example for evaluating X' * Sigma * X and returning gradient of X * man/quadratic_expression.Rd: Idem * src/RcppExport.cpp: Idem * R/RcppExports.R: Idem 2023-02-17 Dirk Eddelbuettel * src/black_scholes.cpp (black_scholes): Renamed function and file, extended to take argument, and return a result matrix * man/black_scholes.Rd: Idem * src/RcppExport.cpp: Idem * R/RcppExports.R: Idem 2023-02-16 Dirk Eddelbuettel * src/black_scholes_example.cpp (black_scholes_example): Also compute vega via automatic differentiation * src/Makevars (CXX_STD): Set CXX_STD to CXX17 * src/Makevars.win (CXX_STD): Idem 2023-02-15 Dirk Eddelbuettel * inst/include/: Include FastAD version 3.1.0 * src/black_scholes_example.cpp: Add based on FastAD example * man/black_scholes_example.Rd: Generated * DESCRIPTION: Generated via kitten() as RcppEigen package * NAMESPACE: Idem * src/RcppExport.cpp: Idem * src/Makevars: Idem * src/Makevars.win: Idem * R/RcppExports.R: Idem * man/RcppFastAD-package.Rd: Idem * test/tinytest.R: Idem * inst/tinytest/test_RcppFastAD.R: Idem