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Wednesday, June 29 • 10:50am - 10:55am
madness: multivariate automatic differentiation in R

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The madness package provides a class for automatic differentiation of `multivariate' operations via forward accumulation. `Multivariate' means the class computes the derivative of a vector or matrix or multidimensional array (or scalar) with respect to a scalar, vector, matrix, or multidimensional array. The primary intended use of this class is to support the multivariate delta method for performing inference on multidimensional quantities.

avatar for Joseph Rickert

Joseph Rickert

Program Manager, Microsoft
Joseph is a Program Manager at Microsoft having come to Microsoft with the acquisition of Revolution Analytics. He is a data scientist and R language evangelist passionate about analyzing data and teaching people about R. He is a regular contributor to the Revolutions blog and an... Read More →


Steven Elliot Pav

Gilgamath Consulting

Wednesday June 29, 2016 10:50am - 10:55am PDT