{"id":16572069,"url":"https://github.com/eddelbuettel/rcppfastad","last_synced_at":"2026-02-28T18:35:41.286Z","repository":{"id":116831366,"uuid":"602345785","full_name":"eddelbuettel/rcppfastad","owner":"eddelbuettel","description":"Rcpp Bindings to FastAD Automatic Differentiation","archived":false,"fork":false,"pushed_at":"2026-01-19T03:33:50.000Z","size":90,"stargazers_count":12,"open_issues_count":0,"forks_count":0,"subscribers_count":2,"default_branch":"master","last_synced_at":"2026-01-19T12:48:06.400Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":null,"language":"C++","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/eddelbuettel.png","metadata":{"files":{"readme":"README.md","changelog":"ChangeLog","contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null,"zenodo":null,"notice":null,"maintainers":null,"copyright":null,"agents":null,"dco":null,"cla":null}},"created_at":"2023-02-16T02:23:24.000Z","updated_at":"2026-01-19T03:33:54.000Z","dependencies_parsed_at":"2024-06-11T17:04:15.240Z","dependency_job_id":"ad1f3786-ac45-4367-a438-42b1f35b6d25","html_url":"https://github.com/eddelbuettel/rcppfastad","commit_stats":{"total_commits":33,"total_committers":2,"mean_commits":16.5,"dds":0.06060606060606055,"last_synced_commit":"cac9541adc63f5de37d8b99ade166a620d51572e"},"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/eddelbuettel/rcppfastad","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/eddelbuettel%2Frcppfastad","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/eddelbuettel%2Frcppfastad/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/eddelbuettel%2Frcppfastad/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/eddelbuettel%2Frcppfastad/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/eddelbuettel","download_url":"https://codeload.github.com/eddelbuettel/rcppfastad/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/eddelbuettel%2Frcppfastad/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":29946906,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-02-28T18:21:26.597Z","status":"ssl_error","status_checked_at":"2026-02-28T18:19:38.892Z","response_time":90,"last_error":"SSL_read: unexpected eof while reading","robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":false,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-10-11T21:26:13.191Z","updated_at":"2026-02-28T18:35:41.242Z","avatar_url":"https://github.com/eddelbuettel.png","language":"C++","funding_links":[],"categories":[],"sub_categories":[],"readme":"  \n## RcppFastAD: Rcpp Bindings for the FastAD C++ Header-Only Library\n\n[![CI](https://github.com/eddelbuettel/rcppfastad/workflows/ci/badge.svg)](https://github.com/eddelbuettel/rcppfastad/actions?query=workflow%3Aci)\n[![License](https://eddelbuettel.github.io/badges/GPL2+.svg)](https://www.gnu.org/licenses/gpl-2.0.html)\n[![CRAN](https://www.r-pkg.org/badges/version/RcppFastAD)](https://cran.r-project.org/package=RcppFastAD)\n[![Dependencies](https://tinyverse.netlify.app/badge/RcppFastAD)](https://cran.r-project.org/package=RcppFastAD)\n[![Last Commit](https://img.shields.io/github/last-commit/eddelbuettel/rcppfastad)](https://github.com/eddelbuettel/rcppfastad)\n\n### Motivation\n\n[FastAD](https://github.com/JamesYang007/FastAD) is a header-only C++ template library for automatic differentiation\nsupporting both forward and reverse mode.  It utilizes the latest features in C++17 and expression templates for\nefficient computation. See the [FastAD](https://github.com/JamesYang007/FastAD) repo for more.\n\nThis package brings this header-only library to R so that other R user can access it simply by\nadding `LinkingTo: RcppFastAD`.\n\n### Example\n\nThree examples, taken from FastAD, are included. We can look at the `black_scholes()` one here:\n\n```r\n\u003e library(RcppFastAD)\n\u003e black_scholes()\n       value     delta    vega      rho   theta\ncall 56.5136  0.773818 9.05493  2.03321 275.730\nput  51.4109 -0.226182 9.05493 -6.17753 274.481\n\u003e \n```\n\nThis evaluates a put and a call struck at 100 with spot at 105, and some default values (all taken from [an example\nincluded with Boost](https://www.boost.org/doc/libs/master/libs/math/doc/html/math_toolkit/autodiff.html#math_toolkit.autodiff.example-black_scholes)).\nThe values can be set in the call too.  Returned all the value along the first partial derivatives relative to spot,\nvolatility, short rate and time to maturity---which are all calculated using automatic differentiation.\n\n(FastAD has a focus on speed leading to some design choices that make taking _second_ derivatives harder. So no 'gamma' here.)\n\n### Status\n\nThe package is complete and contains a mature version of FastAD.\n\n### Contributing\n\nAny problems, bug reports, or features requests for the package can be submitted and handled most\nconveniently as [Github issues](https://github.com/eddelbuettel/rcppfastAD/issues) in the\nrepository.\n\nBefore submitting pull requests, it is frequently preferable to first discuss need and scope in such\nan issue ticket.  See the file\n[Contributing.md](https://github.com/RcppCore/Rcpp/blob/master/Contributing.md) (in the\n[Rcpp](https://github.com/RcppCore/Rcpp) repo) for a brief discussion.\n\n### Authors\n\nFor the R package, [Dirk Eddelbuettel](https://github.com/eddelbuettel).\n\nFor everything pertaining to FastAD: [James Yang](https://github.com/JamesYang007).\n\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Feddelbuettel%2Frcppfastad","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Feddelbuettel%2Frcppfastad","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Feddelbuettel%2Frcppfastad/lists"}