R: 'Rcpp' Bindings to 'FastAD' Auto-Differentiation

# 'Rcpp' Bindings to 'FastAD' Auto-Differentiation

## Documentation for package ‘RcppFastAD’ version 0.0.4

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

RcppFastAD-package | 'Rcpp' Bindings to 'FastAD' Auto-Differentiation
black_scholes | Black-Scholes valuation and first derivatives via Automatic Differentiation
linear_regression | Evaluate a squared-loss linear regression at a given parameter value
quadratic_expression | Compute the value and derivate of a quadratic expression X' * Sigma * X
RcppFastAD | 'Rcpp' Bindings to 'FastAD' Auto-Differentiation