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All functions

abs(<value>)
Absolute value for value objects
backward()
Generic function for the Backward pass for automatic differentiation (finds the gradient of every sub-node in the computational graph with respect to e). In other words, it is responsible for computing the gradient with respect to e.
backward(<default>)
Default implementation does not propagate gradients. For instance, if we have a constant, then the partial of the constant is not meaningful.
backward(<value>)
Backward pass for value objects
confint_mle()
Compute confidence intervals from MLE results
cos(<value>)
Cosine function for value objects
`data<-`()
Set the data of a value object
x
Retrieve the data stored by an object.
data(<default>)
Default implementation for retrieving the data from a differentiable object
data(<value>)
Retrieve the value or data from a value object
digamma(<value>)
Digamma (psi) function for value objects
distributions
Log-likelihood functions for exponential family distributions
`-`(<value>)
Subtraction for value objects
dual
dual R6 class for forward-mode automatic differentiation
dual_num()
Create a dual number
exp(<value>)
Exponential function for value objects
find_mle()
Find MLE with standard errors
fisher_information()
Compute observed Fisher information matrix
fisher_scoring()
Fisher scoring optimizer
grad()
Gradient of x with respect to e in backward(e), e.g., dx/de. (applies the chain rule)
grad(<default>)
Default gradient is one that does not propograte gradients and is zero.value object x with respect to e in backward(e), e.g., dx/de. (applies the chain rule)
grad(<value>)
Gradient of a value object x with respect to e in backward(e), e.g., dx/de. (applies the chain rule)
gradient()
Compute gradient as a numeric vector
gradient_ascent()
Gradient ascent/descent optimizer
gradient_descent()
Gradient descent (minimize)
hessian()
Compute Hessian matrix via forward-over-reverse automatic differentiation
is_dual()
Check if object is a dual number
is_value()
Check if an object is of class value
lgamma(<value>)
Log-gamma function for value objects
log(<value>)
Natural logarithm for value objects
log1p(<value>)
Log(1+x) for value objects
logit()
Logit function for value objects
loglik_bernoulli()
Bernoulli distribution log-likelihood
loglik_beta()
Beta distribution log-likelihood
loglik_binomial()
Binomial distribution log-likelihood
loglik_exponential()
Exponential distribution log-likelihood
loglik_gamma()
Gamma distribution log-likelihood
loglik_logistic()
Logistic regression log-likelihood (binary)
loglik_negbinom()
Negative binomial log-likelihood
loglik_normal()
Normal (Gaussian) log-likelihood
loglik_poisson()
Poisson distribution log-likelihood
mean(<value>)
Mean for value objects
newton_raphson()
Newton-Raphson optimizer
optimization
Optimization routines for maximum likelihood estimation
`+`(<value>)
Addition for value objects
`^`(<value>)
Power operation for value objects.
primal()
Extract primal from dual or return value unchanged
print(<value>)
Print value object and its computational graph
relu()
ReLU (Rectified Linear Unit) activation function for value objects
sigmoid()
Sigmoid activation function for value objects
sin(<value>)
Sine function for value objects
`/`(<value>)
Division for value objects
softplus()
Softplus function for value objects
sqrt(<value>)
Square root for value objects
std_errors()
Compute standard errors from Hessian
sum(<dual>)
Sum for dual numbers
sum(<value>)
Summation for value objects
tangent()
Extract tangent from dual or return 0
tanh(<value>)
Hyperbolic tangent activation function for value objects
`*`(<value>)
Multiplication for value objects
trigamma(<value>)
Trigamma function for value objects
val()
value object constructor
value
value R6 class
vcov_matrix()
Compute variance-covariance matrix from Hessian
wald_test()
Wald test for hypothesis testing